Methods of forming nanoceramic materials and components. The methods may include performing atomic layer deposition to form a plurality of nanoparticles, including forming a thin film coating over core particles, or sintering the nanoparticles in a mold. The nanoparticles can include a first material selected from a rare earth metal-containing oxide, a rare earth metal-containing fluoride, a rare earth metal-containing oxyfluoride or combinations thereof.