A wide variety of techniques can be used to analyze the interfacial layer, often SAXS, NMR, AFM, STM are used, but other methods, like measuring the refractive index can reveal information as well.
Small-angle X-ray diffraction provides data about the size and dispersion of the nanoparticles, and gives information about the density of the interfacial layer. Because the amount of scattering is proportionate with the density. On top of this the thickness of the layer can be estimated. However a disadvantage is that SAXS is destructive. 
AFM and STM measurements can reveal information at atomic resolution about the structure and shape of the interfacial layer. This information is limited to the surface of the nanoparticle, as you can only probe the surface. Another drawback of STM is that it's only applicable if the interfacial layer is conducting.
(Solid-state) NMR can be used to study the composition, short range ordering and dynamics in the interfacial layer. The dynamics can be studied over a wide range of timescales, which allows the intermolecular interactions, chemical reactions and transport phenomena to be analyzed.