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Xiao, Yuanhui
Computational statistics & data analysis, January 2017, 2017-01-00, Letnik: 105Journal Article
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.
