Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
Herman J. Bierens
I have been searching for a real solid introduction to statistics for a long time. And this book is the most in-depth yet readable book so far. It covers advanced topics in statistics such as the F and t distribution formulas, the convergence theorems, the sigma-algebra, and knowledge in matrix, where there is a whole section on determinants!
If you are a serious student in Statistics, Econometrics or Quantitative Finance, I suggest you must have this book along with you as "what-is" reference, since most schools nowadays bypass these fundamental knowledge in courses and hinder your understanding of the whole structure.
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