James Ellroy: A Companion to the Mystery Fiction, written by Jim Mancall (Wheaton College, MA); it is volume 6 in the series I edit for McFarland. It most likely will be out in winter 2014, but can be preordered. The Midwest Book Review has called these companion books an "outstanding literary studies series."
Update. The Ellroy companion was published on January 2, 2014, and is now available for ordering. Writer-critic Dick Lochte calls it "a clear, comprehensive guide to the Demon Dog’s dark, complex literary world."