Abstract
Least Median of Squares (LMS) and the Density Slices (DS) techniques are developed around the same concept: slices. LMS is a robust regression method for diagnostic and estimation purpose. DS synthesizes regression and classification techniques, it searchs automatically one or several underlying linear models in a data set. Performance of the LMS and DS methods are compared on real and artificial data sets. Though the LMS is more appropriate in some cases, DS provides a global approach to multiregression problem.
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