Van Aelst, Stefan; Rousseeuw, Peter J.; Hubert, Mia; … - In: Journal of Multivariate Analysis 81 (2002) 1, pp. 138-166
Deepest regression (DR) is a method for linear regression introduced by P. J. Rousseeuw and M. Hubert (1999, J. Amer. Statis. Assoc.94, 388-402). The DR method is defined as the fit with largest regression depth relative to the data. In this paper we show that DR is a robust method, with...