Although I've not read them yet, I see that Robert Newcombe's book on confidence intervals for proportions & related measures (
http://www.crcpress.com/product/isbn/9781439812785) has a chapter called "Generalised Mann-Whitney Measure" and another called "Generalised Wilcoxon Measure" (chapters 15 & 16 respectively). The original poster may find chapter 15 useful.