Introduction to Huber (1964) Robust Estimation of a Location Parameter

Huber’s first paper on robust statistics is outstanding in several respects. It contains the first encompassing mathematical definitions of the “approximate validity of a parametric model” and thus became the founding paper of the “stability theory of statistical procedures” that by a historical accident was called “robust statistics.” Since parametric models, like the model of normality. are almost always at best only approximately valid, the paper for the first time fills a conceptual gap left open in Fisher’s theory of exact parametric models [Fisher (1922), see in particular p. 314]. The practical importance of this gap was convincingly demonstrated by E.S. Pearson (1931) and others for tests and by Tukey (1960) for estimation. But even apart from the practical aspect, Huber’s paper is important for the logical chain of statistical reasoning.