TITLE: Statistics for mathematicians
QUESTION [122 upvotes]: I'm looking for an overview of statistics suitable for the mathematically mature reader: someone familiar with measure theoretic probability at say Billingsley level, but almost completely ignorant of statistics.
Most texts I've come across are either too basic, or are monographs focused on a specific area or technique.
Any suggestions?

REPLY [2 votes]: Mathematical Statistics, by Jun Shao, the most mathematical statistics book that I know.
This book is mainly focused on classical statistics. If you want to proceed further into classical statistics, E.L. Lehmann's two books Theory of Point Estimation and Testing Statistical Hypothesis are bibles of classical statistics, worth your reading.
High-Dimensional Statistics: A Non-Asymptotic Viewpoint, by A.M. Wainwright, another popular book, also quite mathematical, mainly focused on high dimensional statistics.
Enjoy!