Rabi Bhattacharya & Lizhen Lin 
Course in Mathematical Statistics and Large Sample Theory [PDF ebook] 

This graduate-level textbook is primarily aimed at graduate students of statistics, mathematics, science, and engineering who have had an undergraduate course in statistics, an upper division course in analysis, and some acquaintance with measure theoretic probability. It provides a rigorous presentation of the core of mathematical statistics.Part I of this book constitutes a one-semester course on basic parametric mathematical statistics. Part II deals with the large sample theory of statistics – parametric and nonparametric, and its contents may be covered in one semester as well. Part III provides brief accounts of a number of topics of current interest for practitioners and other disciplines whose work involves statistical methods.