Impact of data-dependent model selection on inference Book

I had studied the entirety of this textbook over the course of two university semesters. The textbook serves as a simple introduction, and delves unhurriedly and systemically into more advanced theories. A student will find an abundance of exercises to work through, and an adequate number of solved examples for almost each concept you come across in the chapters. As a bonus, I have absolutely enjoyed the case studies and articles included.