  We show that, for any set of n points in d dimensions, there exists a
hyperplane with regression depth at least ceiling(n/(d+1)). as had been
conjectured by Rousseeuw and Hubert. Dually, for any arrangement of n
hyperplanes in d dimensions there exists a point that cannot escape to infinity
without crossing at least ceiling(n/(d+1)) hyperplanes. We also apply our
approach to related questions on the existence of partitions of the data into
subsets such that a common plane has nonzero regression depth in each subset,
and to the computational complexity of regression depth problems.
