International Statistical Review has published a collection of Interview Papers with eminent statisticians over the years. The most recent, from the latest issue of IS Review, is an interview with John M. Abowd by Ian Schmutte and Lars Vilhuber (and it’s free to read).
The full list of interviews is:
An Interview with Bradley Efron
Balasubramanian Narasimhan
A Conversation with Paul Embrechts
Christian Genest and Johanna G. Nešlehová
Interview with Professor Adrian FM Smith
Petros Dellaportas and David A. Stephens
Interview with Chris Skinner
David Haziza and Paul A. Smith
Interview with Nancy Reid
Ana-Maria Staicu
A Conversation with Roger Koenker
Xuming He
A Conversation with Katherine K. Wallman
Constance F. Citro
A Conversation with Jack Kalbfleisch and Jerry Lawless
Chris J. Wild
An Interview with Jae C. Lee
Nicholas I. Fisher and Willem R. van Zwet
A Conversation with John C. Gower
David R. Cox
A Conversation with Jean-Louis Bodin
Gilbert Saporta
A Conversation with James O. Ramsay
Christian Genest and Johanna G. Nešlehová
A Conversation with Colin L. Mallows
Lorraine Denby and Jim Landwehr
A Conversation with Jef Teugels
Nicholas I. Fisher