| | Top Ten 20 Most Cited Books within Testing/Validation PapersUsing the same citations database used to compile the overall Most Referenced Books list, I then condition on just the subset of research papers listed within Testing/Validation. Such research is somewhat more focused, and so, the books listed here are more specifically relevant (and prioritized) to the needs of a testing/validation researcher. Updated as of 3-September-2009. | Cited in 5 TEST papers |  | An Introduction to the Bootstrap
by Bradley Efron, R.J. Tibshirani,
Chapman & Hall/CRC, (May 15, 1994), Hardcover, 436 pages.
Amazon: Sales Rank= #67,861; Reviews=  (9). | | Cited in 4 TEST papers |  | Value at Risk, 3rd Ed.
by Philippe Jorion,
McGraw-Hill, (October 19, 2006), Hardcover, 600 pages.
Amazon: Sales Rank= #31,427; Reviews=  (3). | | Cited in 3 TEST papers |  | Construction and Assessment of Classification Rules
by David J. Hand,
Wiley, (August 11, 1997), Hardcover, 232 pages.
Amazon: Sales Rank= #2,147,118; No customer reviews yet. | | Cited in 2 TEST papers |  | Credit Risk: Pricing, Measurement, and Management
by Darrell Duffie, Kenneth J. Singleton,
Princeton University Press, (January 6, 2003), Hardcover, 464 pages.
Amazon: Sales Rank= #618,859; Reviews=  (5). | | Cited in 2 TEST papers |  | An Introduction to Credit Risk Modeling
by Christian Bluhm, Ludger Overbeck, and Christoph K.J. Wagner,
Chapman & Hall/CRC, (September 27, 2002), Hardcover, 297 pages.
Amazon: Sales Rank= #454,503; Reviews= (7). | | Cited in 2 TEST papers |  | Credit Risk: Models and Management
by David Shimko,
Risk Books, (April 1, 2004), Hardcover, 638 pages.
Amazon: Sales Rank= #895,019; Reviews= (1). | | Cited in 2 TEST papers |  | The Basel II Risk Parameters: Estimation, Validation, and Stress Testing
by Bernd Engelmann (Editor), Robert Rauhmeier (Editor),
Springer, (August 29, 2006), Hardcover, 376 pages.
Amazon: Sales Rank= #231,458; Reviews= (3). | | Cited in 2 TEST papers |  | Statistical Inference
by George Casella, Roger L. Berger,
Duxbury Press, (June 18, 2001), Hardcover, 688 pages.
Amazon: Sales Rank= #7,555; Reviews=  (35). | | Cited in 2 TEST papers |  | Advances in Neural Information Processing Systems 19: Proceedings of the 2006 Conference
by Bernhard Schölkopf (Editor), John Platt (Editor), and Thomas Hofmann (Editor),
MIT Press, (September 30, 2007), Hardcover, 1690 pages.
Amazon: Sales Rank= #154,463; No customer reviews yet. | | Cited in 2 TEST papers |  | Data Driven Statistical Methods
by Peter Sprent,
Chapman & Hall/CRC, (December 1, 1997), Hardcover, 406 pages.
Amazon: Sales Rank= #3,069,726; Reviews= (2). | | Cited in 2 TEST papers |  | Innovations in Risk Management: Seminal Papers from The Journal of Risk
by Jorion Philippe (Editor),
Risk Books, (September 1, 2004), Hardcover, 560 pages.
Amazon: Sales Rank= #1,354,093; No customer reviews yet. | | Cited in 2 TEST papers |  | Signal Detection Theory and Roc Analysis in Psychology and Diagnostics: Collected Papers
by John A. Swets,
Lawrence Erlbaum, (May 1, 1996), Hardcover, 328 pages.
Amazon: Sales Rank= #1,284,670; No customer reviews yet. | | Cited in 2 TEST papers |  | Signal Detection Theory and Psychophysics
by David M. Green,
Peninsula Publishing, (January 1, 1989), Paperback, 521 pages.
Amazon: Sales Rank= #394,347; Reviews= (1). | | Cited in 2 TEST papers |  | VAR Understanding and Applying Value at Risk
by Sue Grayling (Editor),
Risk Books, (August 1, 1997), Paperback, 397 pages.
Amazon: Sales Rank= #2,185,075; No customer reviews yet. | | Cited in 2 TEST papers |  | Probability
by Alan F. Karr,
Springer, (August 13, 1993), Hardcover, 312 pages.
Amazon: Sales Rank= #868,612; No customer reviews yet. | | Cited in 2 TEST papers |  | The Analytics of Risk Model Validation
by George A. Christodoulakis (Author, Editor), Stephen Satchell (Editor),
Academic Press, (November 11, 2007), Hardcover, 216 pages.
Amazon: Sales Rank= #1,306,478; No customer reviews yet. | | Cited in 1 TEST papers |  | Stochastic Integration and Differential Equations
by Philip E. Protter,
Springer, (May 24, 2005), Hardcover, 302 pages.
Amazon: Sales Rank= #530,104; Reviews= (1). | | Cited in 1 TEST papers |  | Dynamic Asset Pricing Theory
by Darrell Duffie,
Princeton University Press, (November 1, 2001), Hardcover, 471 pages.
Amazon: Sales Rank= #504,429; Reviews= (6). | | Cited in 1 TEST papers |  | Modelling Extremal Events for Insurance and Finance
by Paul Embrechts, Claudia Klüppelberg, and Thomas Mikosch,
Springer, (October 15, 2004), Hardcover, 655 pages.
Amazon: Sales Rank= #584,410; Reviews= (3). | | Cited in 1 TEST papers |  | An Introduction to Probability Theory and Its Applications, Volume 2
by William Feller,
Wiley, (January 1, 2001), Paperback, 702 pages.
Amazon: Sales Rank= #129,831; Reviews= (6). |
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