IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v105y2017icp53-58.html
   My bibliography  Save this article

A fast algorithm for two-dimensional Kolmogorov–Smirnov two sample tests

Author

Listed:
  • Xiao, Yuanhui

Abstract

By using the brute force algorithm, the application of the two-dimensional two-sample Kolmogorov–Smirnov test can be prohibitively computationally expensive. Thus a fast algorithm for computing the two-sample Kolmogorov–Smirnov test statistic is proposed to alleviate this problem. The newly proposed algorithm is O(n) times more efficient than the brute force algorithm, where n is the sum of the two sample sizes. The proposed algorithm is parallel and can be generalized to higher dimensional spaces.

Suggested Citation

  • Xiao, Yuanhui, 2017. "A fast algorithm for two-dimensional Kolmogorov–Smirnov two sample tests," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 53-58.
    • Handle: RePEc:eee:csdana:v:105:y:2017:i:c:p:53-58
    DOI: 10.1016/j.csda.2016.07.014
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167947316301785
    Download Restriction: Full text for ScienceDirect subscribers only.
    File URL: https://libkey.io/10.1016/j.csda.2016.07.014?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. M. D. Jiménez-Gamero & J. L. Moreno-Rebollo & J. A. Mayor-Gallego, 2018. "On the estimation of the characteristic function in finite populations with applications," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 95-121, March.
    2. Wei Pei & Cuizhu Tian & Qiang Fu & Yongtai Ren & Tianxiao Li, 2022. "Risk analysis and influencing factors of drought and flood disasters in China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 110(3), pages 1599-1620, February.
    3. Geoffrey Z. Thompson & Bishoy Dawood & Tianyu Yu & Barbara K. Lograsso & John D. Vanderkolk & Ranjan Maitra & William Q. Meeker & Ashraf F. Bastawros, 2024. "Quantitative matching of forensic evidence fragments using fracture surface topography and statistical learning," Nature Communications, Nature, vol. 15(1), pages 1-12, December.
    4. Boris Buchmann & Kevin W. Lu & Dilip B. Madan, 2019. "Calibration for Weak Variance-Alpha-Gamma Processes," Methodology and Computing in Applied Probability, Springer, vol. 21(4), pages 1151-1164, December.
    5. Boris Buchmann & Kevin W. Lu & Dilip B. Madan, 2018. "Calibration for Weak Variance-Alpha-Gamma Processes," Papers 1801.08852, arXiv.org, revised Jul 2018.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:105:y:2017:i:c:p:53-58. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.