An L1-variant of the Cramer-von Mises test statistic for the one sample test of fit problem is presented. Quantiles of the sampling distribution under the null hypothesis are derived by Monte-Carlo Simulation. The power of the new test is compared to those of other, conventional one sample...

A nonparametric test for second-order stochastic dominance is introduced in the framework of the one sample problem. It is based on a supremum statistic which is suitable for second-order problems. Its asymptotic distribution is identified and quantiles of the finite sample and asymptotic...

Multivariate measures of association are considered which, in the bivariate case, coincide with the population version of Spearman's rho. For these measures, nonparametric estimators are introduced via the empirical copula. Their asymptotic normality is established under rather weak assumptions...