Bounds for the asymptotic distribution of the likelihood ratio

In this paper we give an explicit bound on the distance to chisquare for the likelihood ratio statistic when the data are realisations of independent and identically distributed random elements. To our knowledge this is the first explicit bound which is available in the literature. The bound depends on the number of samples as well as on the dimension of the parameter space. We illustrate the bound with three examples: samples from an exponential distribution, samples from a normal distribution, and logistic regression.