The book has been influenced by many of the classical texts on the subject from Tukey (1977) to Breiman, et. al. (1984). The modern texts of Hastie, et. al. (2009) and Berk (2008) have particularly influenced the later chapters of the book. We have alphabetically listed only the books/monographs which have been cited in the text, however, the reader may go beyond the current list too.