Two classical multivariate statistical problems, testing of multivariate normality and the <i>k</i>-sample problem, are explored by a novel analysis on several resolutions simultaneously. The presented methods do not invert any estimated covariance matrix. Thereby, the methods work in the High Dimension Low Sample Size situation, i.e. when <i>n</i> ≤ <i>p</i>. The output, a significance map, is ...