In one dimension, the Kolmogorov–Smirnov statistic is identical to the so-called star discrepancy D, so another native KS extension to higher dimensions would be simply to use D also for higher dimensions. Unfortunately, the star discrepancy is hard to calculate in high dimensions.
In one dimension the Kolmogorov–Smirnov statistic is identical to the so-called star discrepancy D, so another native KS extension to higher dimens,ions would be simply to use D also for higher dimensions. Unfortunately, the star discrepancy is hard to calculate in high dimensions.