  This paper revisits the prominent Fisher, Wilks, and Bernstein -- von Mises
(BvM) results from different viewpoints. Particular issues to address are:
nonasymptotic framework with just one finite sample, possible model
misspecification, and a large parameter dimension. In particular, in the case
of an i.i.d. sample, the mentioned results can be stated for any smooth
parametric family provided that the dimension \(p \) of the parameter space
satisfies the condition "\(p^{2}/n \) is small" for the Fisher expansion, while
the Wilks and the BvM results require "\(p^{3}/n \) is small".
