Some Asymptotic Results for Fiducial and Confidence Distributions
  Under standard regularity assumptions, we provide simple approximations for specific classes of fiducial and confidence distributions and discuss their connections with objective Bayesian posteriors. For a real parameter the approximations are accurate at least to order O(1/n). For the mean parameter of a multivariate exponential family, our fiducial distribution is asymptotically normal and invariant to the importance ordering of the components of the mean parameter. 
Piero Veronese and Eugenio Melilli
math.ST stat.TH