My recollection is that you need neither real analysis nor measure theory to appreciate it, but it's been a while since I read it. You might get more out of it

My recollection is that you need neither real analysis nor measure theory to appreciate it, but it's been a while since I read it. You might get more out of it if you have studied those. I disagree on multivar calc. Statistics often makes use of matrix derivatives. I have found it helpful to know.