Book recommendation on Lie group which deals universal cover of Lie group

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I am looking for a book about Lie group in a differential geometry point-of-view. Especially, I want a book that deals about the covering space of Lie group.

Actually, I think I have seen this kind of book before, but I don't remember the title. However, I remember that Chapter 15 of this book has title "Lie groups and Lie algebras"(not certain), and there is a subsection(paragraph?) about the "Closed Subgroup Theorem". Could you identify what the title of this book is?