Small sample sizes : A big data problem in high-dimensional data analysis

Acknowledgements The authors are grateful to the Editor, Associate Editor and three anonymous referees for their helpful suggestions, which greatly improved the manuscript. Funding The author(s) disclosed receipt of the following financial support for the research, authorship, and/or publication of this article: The research is supported by the German Science Foundation awards number DFG KO 4680/3-2 and PA 2409/3-2.Peer reviewedPublisher PD