There are exceptions. I volunteered for a 10-day course in Gujarat last year and 3 of the men attending had clinical depression. A friend of mine has a very serious history of Bipolar Disorder; she was rejected from her first course application but permitted into her second. In all 4 cases, the individual needs a personal interview with the area teacher and a recommendation from that teacher before they are permitted to take the course.
The black-and-white line is "are you medicated?" — medicine is permitted on Vipassana courses with the permission of the teacher but painkillers, antidepressants, and anti-anxiety meds are not allowed for obvious reasons.
This makes such a study (scientifically) impossible; the applicants are heavily filtered so the sample has quite a significant bias. Positive conclusions would also be dangerous: It could be a very bad scene if someone with a very deep psychological issue lied to attend a course because of its supposedly scientific benefits, found in students with much milder mental health issues.
For what it's worth, in these anecdotal cases I'm aware of, everyone found the practice to be extremely beneficial. Zazen, which in most teachings is also a nervous-system-focused meditation, can also be helpful for people with clinical depression.