Robust Statistics for Multivariate Methods

Robust statistics, as a concept, probably dates back to the prehistory of statistics. It has, however, been formalized in the sixties by the pioneering work of Huber and Hampel. Robust statistics is an extension of classical statistics, which takes into account the fact that models assumed to have generated the data at hand are only approximate. It provides tools to investigate the robustness properties of a statistic T (such as estimators, test statistics) as well as robust estimators and robust testing procedures