Percentile approximations for a class of likelihood ratio criteria
Andrew W. Davis · Biometrika · 1971
The general asymptotic series developed by Box (1949) for the distributions of a large class of likelihood ratio criteria has been widely used to obtain good approximations to these distributions. A direct percentile approximation based upon this expansion, bearing a relationship to it similar to that of the Cornish-Fisher expansion to Edgeworth's series is given.