I've seen a number of people talk about Mance Rayder's combat prowess and put him alongside the likes of Jaime Lannister, Barristan Selmy, the brothers Clegane, Bronn and even Arthur Dayne.
I cannot find supporting evidence of these claims in the text. I've been searching through ASOS trying to find lines claiming him as a great warrior and I come up empty handed.
Note that I say "great warrior" and by this I specifically mean armed combat. I'm not referring to his abilities as a commander, strategist or tactician. I speak purely about his ability to go toe-to-toe with his foes.
I did find a few relevant quotes regarding his combat skill.
When Jon first meets Mance, Tormund Giantsbane (a