A good book on Statistical Inference? Anyone can suggest me one or more good books on Statistical Inference (estimators, UMVU estimators, hypothesis testing, UMP test, interval estimators, ANOVA one-way and two-way...) based on rigorous probability/measure theory?
I've checked some classical books on this topic but apparently all start from scratch with an elementary probability theory.

Dienst's recommendations above are all good,but a classic text you need to check out is S.S. Wilks' Mathematical Statistics. A complete theoretical treatment by one of the subject's founding fathers. It's out of print and quite hard to find,but if you're really interested in this subject,it's well worth hunting down. 
Be sure you get the hardcover 1963 Wiley edition; there's a preliminary mimeographed Princeton lecture notes from 1944 by the same author and with the same title-it's not the same book,it's much less complete and more elementary. Make sure you get the right one! 
