In M-estimation, let ????(x) = 2(1 + x22 1). Find the influence function, and explain why

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In M-estimation, let ????(x) = 2(√1 + x2∕2 − 1). Find the influence function, and explain why this gives a compromise between least squares and ????(x) =

|x|, having a bounded influence function with a smooth derivative at 0.

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