👉 In statistics, a robust estimator is an estimator that provides better statistical power when the errors in the data are normally distributed. Robust estimators do not require assumptions about normality of the error terms. A robust estimator is considered to be more reliable than an unbiased estimator if it has lower variance under certain conditions. For example, if the estimator is based on a weighted sum of residuals from a regression model with normally distributed errors, then the unbiased estimator will have higher variance than the robust estimator because it
