Another major female author I haven't seen mentioned yet is Dorothy Dunnett, who sadly died late last year. She wrote massively complex historical fantasy - the Lymond Chronicles and the House of Niccolo series. Settings are early modern and Renaissance respectively.
Oh, and if you're interested in medieval Japan, you can do much worse than check out The Tale of Genji by Lady Murasaki. It deals with the various adventures of the original 'Shining Prince', and it's generally agreed to be one of the classics of Japanese literature. (Best translation is Royall Tyler's new one).
Nic
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No sun, no moons, no stars over Al-Rassan.