Test | Full dim. T-score | Full dim. p-value | SVD-DR T-score | SVD-DR p-value |
Bai-Saranadasa | 0.03 | 0.488 | 0.13 | 0.448 |
Srivastava T+2 | 35.00 | 0.873 | 123.77 | 0.013 |
Srivastava-Du | 0.04 | 0.485 | 0.53 | 0.298 |
Random Subspaces | 24.66 | 0.310 | 97.30 | 0.000 |
Cluster Subspaces | 5136.26 | 0.076 | 22.76 | 0.044 |
Hotelling’s T2 | NA | NA | 5.57 | 0.008 |