Maximum likelihood estimation, Restricted maximum likelihood estimation and Profile likelihood estimation Can anyone please give me a good reference/thorough answer where the details of maximum likelihood estimation, restricted maximum likelihood estimation and profile likelihood estimation methods are given. More specifically, where
(i) the steps of finding estimators of parameters for both discrete and continuous distribution in all these three methods of estimation are given in details with consistency in the notations;
(ii) the link, difference, and advantages of one over the other estimation approach are specified.
Thank you.

This reference will describe the REML method (Section 17.4):
http://www.utstat.toronto.edu/~brunner/books/LinearModelsInStatistics.pdf
You do not need a reference for the MLEs. The MLEs are found by maximizing the log-likelihood, a standard calculus result.  The profile MLEs, I discuss in my comment.
