“…Although much effort in the literature on has been put into theoretical aspects and computational approaches for low‐dimensional data, various open problems and challenging issues remain in high dimensions. These include (a) conjectures in Bickel et al , (2018) and cases not yet covered for asymptotic studies, especially, observed data of correlated and/or non‐Gaussian variables , with applications to financial time series satisfying stylized facts (De Luca & Loperfido, 2004; De Luca et al , 2006); (b) handling practical data of discrete variables in discrete exploratory (Klinke, 1995), and analysis of discrete data arising from syllable patterns (Diaconis & Salzman, 2008), symbolic data or data with special structure in numerous disciplines; (c) nonlinear projections (Blanchard et al , 2006; Guo et al , 2020). There is more to be explored along the lines, driven by the need of new adaptations and methodological results, as well as real applications.…”