Chapter 12: Problem 11
Tukey's Biweight. A popular \(\psi\) function for robust regression is Tukey's biweight, where $$ \psi(z)= \begin{cases}z\left[1-(z / a)^{2}\right]^{2}, & |z| \leq a \\ 0, & |z|>a\end{cases} $$ with \(a=5,6\) usually. Sketch the \(\psi\) function for \(a=5\) and discuss its behavior. Do you think that Tukey's biweight would give results similar to Andrews' wave function?
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