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