Don Fraser - How Saddlepoint Replaced Sufficiency and Likelihood, and Went Beyond
As Xiao-Li pointed out, Don just gave an outstanding discussion of most of the modern approaches to accurate parametric inference.
Some of the papers that Don mentioned:
Fraser (2011) in Statistical Science, `Is Bayes just quick and dirty confidence?'
Fraser, Reid & Sartori (2016, advance access) in Biometrika: http://biomet.oxfordjournals.org/content/early/2016/07/17/biomet.asw022.full.pdf?keytype=ref&ijkey=O6yJxbd9RyNUGp3
DiCiccio & Young (2008) in Biometrika: http://www.math.wustl.edu/~kuffner/DiCiccioYoung2008.pdf
Young (2009): `Routes to higher-order accuracy in parametric inference':
Efron (2013) in Science: http://statweb.stanford.edu/~ckirby/brad/other/2013Perspective.pdf