Asymptotic behavior of the joint distribution of a vector of   stochastically dependent likelihood ratios
  This paper provides a generalization of a classical result obtained by Wilks about the asymptotic behavior of the likelihood ratio. The new results deal with the asymptotic behavior of the joint distribution of a vector of likelihood ratios which turn out to be stochastically dependent. 
Emanuele Dolera and Andrea Bulgarelli
math.ST stat.TH