The main contributions of robust statistics to statistical science and a new challenge

Abstract

In the first part of the paper, we trace the development of robust statistics through its main contributions which have penetrated mainstream statistics. The goal of this paper is neither to provide a full overview of robust statistics, nor to make a complete list of its tools and methods, but to focus on basic concepts that have become standard ideas and tools in modern statistics. In the second part we focus on the particular challenge provided by high-dimensional statistics and discuss how robustness ideas can be used and adapted to this situation.