Weak moment estimators are automatically locally robust with bounded redescending influence functions and finite gross error sensitivity inherited from the kernel decay in every identifiable parametric model.
Meister (2009).Deconvolution Problems in Nonparametric Statistics
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Weak Moment Methods for Statistical Inference: with an Application to Robust Estimation
Weak moment estimators are automatically locally robust with bounded redescending influence functions and finite gross error sensitivity inherited from the kernel decay in every identifiable parametric model.