Regression depth and related methods

While the halfspace depth has gained more and more popularity in the recent years as a robust estimator of the mean, regression depth, despite being based on a similar concept, is still a relatively unknown method. The main goal of this paper was therefore to introduce the concept of robust depth to the reader, illustrate its geometric interpre- tation, and provide at least a basic overview of the findings that occurred within the individual researches. Finally, a small simulation study was conducted comparing the de- epest regression method with other selected methods commonly used in practice, namely the method of least absolute deviations and ordinary least squares method.