Van Aelst, Stefan; Rousseeuw, Peter J.; Hubert, Mia; … - In: Journal of Multivariate Analysis 81 (2002) 1, pp. 138-166
. Statis. Assoc.94, 388-402). The DR method is defined as the fit with largest regression depth relative to the data. In this … regression depth we derive tests for the true unknown parameters in the linear regression model. Moreover, we construct … simultaneous confidence regions based on bootstrapped estimates. We also use the maximal regression depth to construct a test for …