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It so happens that all the best books on data analysis are published in English.
I would advise you to read the classic books by Trevor Hastie and Robert Tibshirani:
1) An Introduction to Statistical Learning - a light version of the following book with a bit of math, examples are implemented in R. The electronic version of the book is free. This book also has an online course from Stanford (begins January 19)
2) The Elements of Statistical Learning - a complete classic textbook on statistical learning, a lot of mathematics. The book is also free to download.
As for classical statistics (including correlation analysis), I recommend looking at Springer's books - they have good books on statistical analysis in various fields (finance, ecology, etc.).
For machine learning, if you have mat training, I recommend Bishop, Pattern Recognition and Machine Learning and Murphy, Machine Learning: A Probabilistic Perspective. Books are not free, but good and quite popular - can be found in libraries.
I also recommend paying attention to the list of books from Professor M. Jordan https://news.ycombinator.com/item?id=1055389 - this is a list of books for entering Berkley graduate school.
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