This book is designed as a unified and mathematically rigorous treatment
of some recent developments of the asymptotic distribution theory of
order statistics (including the extreme order statistics) that are
relevant for statistical theory and its applications. Particular
emphasis is placed on results concern- ing the accuracy oflimit
theorems, on higher order approximations, and other approximations in
quite a general sense. Contrary to the classical limit theorems that
primarily concern the weak convergence of distribution functions, our
main results will be formulated in terms of the variational and the
Hellinger distance. These results will form the proper springboard for
the investigation of parametric approximations of nonparametric models
of joint distributions of order statistics. The approxi- mating models
include normal as well as extreme value models. Several applications
will show the usefulness of this approach. Other recent developments in
statistics like nonparametric curve estima- tion and the bootstrap
method will be studied as far as order statistics are concerned. 1n
connection with this, graphical methods will, to some extent, be
explored.