This review aims at gathering the most relevant quantum multi-parameter estimation methods that go beyond the direct use of the Quantum Fisher Information concept. We discuss in detail the Holevo Cramer-Rao bound, the Quantum Local Asymptotic Normality approach as well as Bayesian methods. Even though the fundamental concepts in the field have been laid out more than forty years ago, a number of important results have appeared much more recently. Moreover, the field drew increased attention recently thanks to advances in practical quantum metrology proposals and implementations that often involve estimation of multiple parameters simultaneously. Since these topics are spread in the literature and often served in a very formal mathematical language, one of the main goals of this review is to provide a largely self-contained work that allows the reader to follow most of the derivations and get an intuitive understanding of the interrelations between different concepts using a set of simple yet representative examples involving qubit and Gaussian shift models.
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