**Some books on Likelihood Estimation**

 - [*](http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.lnms/1215467056) Amari, Barndorff-Nielsen, Kass, Lauritzen and Rao, *Differential geometry in statistical inference*.

 - [*](http://www.amazon.co.uk/Saddlepoint-Approximations-Applications-Statistical-Probabilistic/dp/0521872502) Buttler, *Saddlepoint Approximations with Applications*. 

 - [*](http://www.amazon.com/Principles-Statistical-Inference-D-Cox/dp/0521866731) Cox, *Principles of Statistical Inference*.

 - [*](http://www.amazon.co.uk/Inference-Asymptotics-Monographs-Statistics-Probability/dp/041249440X) Cox and Barndorff-Nielsen, *Inference and Asymptotics*.
 - [*](http://www.amazon.com/Probability-Statistical-Inference-II-Universitext/dp/0387904581) Edwards, *Likelihood*.

 - [*](http://www.amazon.co.uk/Course-Sample-Chapman-Statistical-Science/dp/0412043718) Ferguson, *A Course in Large Sample Theory*.

 - [*](http://www.amazon.com/Probability-Statistical-Inference-II-Universitext/dp/0387904581) Kalbfleisch, *Probability and Statistical Inference II*.

 - [*](http://www.amazon.co.uk/Theory-Point-Estimation-Springer-Statistics/dp/0387985026) Lehmann and Cassella, *Theory of Point Estimation*.

 - [*](http://www.amazon.com/Principles-Statistical-Inference-Neo-Fisherian-Perspective/dp/9812386947) Pace and Salvan, *Principles of Statistical Inference: From a Neo-Fisherian Perspective*.

 - [*](http://www.amazon.com/All-Likelihood-Statistical-Modelling-Inference/dp/0198507658) Pawittan, *In All Likelihood: Statistical Modelling and Inference Using Likelihood*.

 - [*](http://www.amazon.com/Approximation-Theorems-Mathematical-Statistics-Probability/dp/0471024031) Serfling, *Approximation Theorems of Mathematical Statistics*.

 - [*](http://www.amazon.co.uk/Likelihood-Methods-Statistics-Statistical-Science/dp/0198506503/ref=pd_sim_b_1) Severini, *Likelihood Methods in Statistics*.

 - [*](http://www.amazon.com/Mathematical-Statistics-Jun-Shao/dp/0387953825) Shao, *Mathematical Statistics*.

 - [*](http://www.amazon.com/Statistical-Inference-Springer-Statistics-ebook/dp/B000PY3NU0) Sprott, *Statistical Inference in Science*.

 - [*](http://www.amazon.co.uk/Asymptotic-Statistics-Statistical-Probabilistic-Mathematics/dp/0521784506) van der Vaart, *Asymptotic Statistics*.

 - [*](http://www.amazon.com/Essentials-Statistical-Inference-Probabilistic-Mathematics/dp/0521839718) Young and Smith, *Essentials of Statistical Inference*.