Robustness of sample mean and sample median under restrictions on outliers
Robustness of tests based on spacings in the exponential model
Robustness of the best linear unbiased estimator and predictor in linear regression models
If is shown that in linear regression models we do not make a great mistake if we substitute some sufficiently precise approximations for the unknown covariance matrix and covariance vector in the expressions for computation of the best linear unbiased estimator and predictor.
Robustness of the sample correlation -- the bivariate lognormal case.
Robustness to non-normality of various tests for the one-sample location problem.