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

DOI10.1016/J.CSDA.2016.07.014MaRDI QIDQ1658521zbMATH OpenOpenAlexFDO

Authors Yuanhui Xiao

Publication date 14 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2016.07.014

zbMATH Keywords

Kolmogorov-Smirnov testbrute force algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10)

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Cites work

• scientific article; zbMATH DE number 3258670 (Why is no real title available?)
• Distribution of the Two-Sample Cramer-Von Mises Criterion for Small Equal Samples

Cited in

(6)

• Stationary distribution of periodic stochastic differential equations with Markov switching
• Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics
• On the estimation of the characteristic function in finite populations with applications
• Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic
• Calibration for weak variance-alpha-gamma processes
• FastMMD: Ensemble of Circular Discrepancy for Efficient Two-Sample Test

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Uses Software

• Quicksort
• XCVMTest

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