Bayesian estimation of a mixed quantum state can be approximated via maximum likelihood (MaxLike) estimation when the likelihood function is sharp around its maximum. Such approximations rely on asymptotic expansions of multi-dimensional Laplace integrals. When this maximum is on the boundary of the integration domain, as it is the case when the MaxLike quantum state is not full rank, such expansions are not standard. We provide here such expansions, even when this maximum does not belong to the smooth part of the boundary, as it is the case when the rank deficiency exceeds two. These expansions provide, aside the MaxLike estimate of the quantum state, confidence intervals for any observable. They confirm the formula proposed and used without precise mathematical justifications by the authors in an article recently published in Physical Review A.
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