Projection Pursuit Density Estimation
Jerome H. Friedman, Werner Stuetzle, Anne Pauline Schroeder · Journal of the American Statistical Association · 1984
The projection pursuit methodology is applied to the multivariate density estimation problem. The resulting nonparametric procedure is often less biased than the kernel and near-neighbor methods. In addition, graphical information is produced that can be used to help gain geometric insight into the multivariate data distribution.