A Significance Test for the Separation of Two Highly Multivariate Small Samples

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scientific article; zbMATH DE number 7387187 (Why is no real title available?)
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On testing the equality of high dimensional mean vectors with unequal covariance matrices
A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
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Normalizing transformation of Dempster type statistic in high-dimensional settings
Use of multivariate distance measures for high‐dimensional data in tests for difference, superiority, equivalence and non‐inferiority
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Standardized Dempster's non-exact test for high-dimensional mean vectors
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Overview of normal-reference tests for high-dimensional means with implementation in the R package `HDNRA'
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Contributions to multivariate analysis by Professor Yasunori Fujikoshi
Multivariate analysis of variance with fewer observations than the dimension
Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data

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