Set up intersphinx linking

[bryanwweber]

The Dask and Distributed docs currently include the intersphinx extension that allows linking between Sphinx documentation sites, see Dask's conf.py Distributed conf.py. However, the linking is not set up between the various libraries that are linked in the docs. A nice maintenance task would be to set up that linking and make sure that links in docstrings work properly and as intended.

[ian-r-rose]

I think this is a great idea, and shouldn't be too controversial. I think that @jsignell mentioned a medium-term goal of combining the dask/dask and dask/distributed docs, but I'm not sure that setting this up in the short term would make that any harder, and it would be a significant improvement to the user experience.

[jsignell]

Sure there's no harm in it. I think I tried at one point and things got a little tangled, but I might be misremembering. I am going to try to continue the docs work soon though, so I don't expect things to be in this state indefinitely.

[bryanwweber]

@coiled/dask-community