Data for the rainfall analysis are from South-West England over the period 1914 to 1962 (Coles and Twan, 1996).
The GDP data set is from the World Development Indicator of the World Bank:
http://databank.worldbank.org/data/reports.aspx?source=world-development-indicators
Data are from Kenneth French’s website (http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/). The data consist of monthly equal-weighted returns for three basic industry portfolios (health, utility, and others) for the period of January 1970 through May 2005. (See also detailed data description in Bera and Park, 2008.)
The weather daily temperature data sets are from the National Oceanic and Atmospheric Administration (NOAA)'s National Center for Environmental Information:
https://www.ncdc.noaa.gov/cdo-web/search?datasetid=GHCND
Data for the Racial Discrimination in Home Mortgage Lending example are confidential. Source: Office of the Comptroller of the Currency.
Data for the section 'Tailoring Political Messages and Testing the Impact of Negative Messages' example are taken from Congressman Adam Smith’s 1996 campaign. Link to Congressman Smith's website: https://adamsmith.house.gov
Link to data: Link
Data for the section on ‘Exploring a Power Law: Shannon Entropy vs. Empirical Likelihood’ are publically available from the National Institute of Standards and Technology (NIST): https://www.nist.gov/
Data for Predicting Coronary Artery Disease are the same data used by Mandal and Sairam (2012) and others that are available on the UCI Machine Learning Repository http://archive.ics.uci.edu/ml The data for Improved Election Prediction Using Priors on
Individuals study came from the Pew Research Center public data sources page:
http://www.pewresearch.org/data/download-datasets/2014. The unemployment data are from
http://www.bls.gov/lau/.
The detailed case study on the choice of the optimal treatment for liver disease is based on the work of Southworth and Heffernan (2010)[9], Southworth and Heffernan (2011, 2012), and Papastathopoulos and Tawn (2013)[10]. The data used are taken directly from the above sources and can be found at https://cran.r-project.org/web/packages/texmex/index.html.