A strong law of large numbers for a triangular array of strictly stationary associated random variables is proved. It is used to derive the pointwise strong consistency of kernel type density estimator of the one-dimensional marginal density function of a strictly stationary sequence of...

A distribution function <italic>F</italic> is said to stochastically dominate another distribution function <italic>G</italic> in the second-order sense if null, for all <italic>x</italic>. Second-order stochastic dominance plays an important role in economics, finance, and accounting. Here a statistical test has been constructed to test null,...