Stigler S.M., Wong W.H., Xu D.R.R. Bahadur's lectures on the theory of estimation

Beachwood: Institute of Mathematical Statistics, 2002. - 96 p.Lectures of Raj Bahadur in Chicago University un 1984-1985.Review of L2 theory
Bayes Estimation
Unbiased Estimation
The Score Function, Fisher Estimation and Bounds
Sufficient Condition for the Attainment of the Cramer-Rao Bound and the Bhattacharya Bound
Multi-Parameter Case
Score Finction, MLE and Related Issues
The Asymptotic Distribution ans Asymptotic Efficiency of MLE ans Related EstimatorsAppendix