  The use of Kolmogorov-Smirnov-type statistics for testing stochastic
dominance goes back to McFadden (1989). In this paper we extend the approach of
Barret and Donald (2003) to the bivariate case, without the assumption of
absolute continuity for the underlying distributions. Using empirical processes
theory and bootstrap techniques we obtain consis- tent nonparametric tests for
bivariate first and second order stochastic dominance, over several modularity
classes of test functions. This tests are in turn useful tools in applied
fields such as multidimensional eco- nomic inequality as shown by Perez (2015).
