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In this paper we investigate statistical manifolds with almost quaternionic structures. We define the concept of quaternionic Kähler-like statistical manifold and derive the main properties of quaternionic Kähler-like statistical submersions, extending in a new setting some previous results obtained by K. Takano concerning statistical manifolds endowed with almost complex and almost contact structures. Finally, we give a nontrivial example and propose some open problems in the field for further research.