Abstract: Projection pursuit (PP) is a class of methods for exploratory and confirmative analysis of high-dimensional data sets. In this paper, a brief introduction to PP is given. Recent contributions of Chinese statisticians in PP classification, tests, estimation and tail behavior are presented. Some other developments and applications are also discussed.
Key words and phrases: Projection pursuit, classification, goodness-of-fit, location, dispersion matrix, principal components, asymptotics, tail probability.