Robust Statistics

The classical books on this subject are Hampel et al. (1986); Huber (1981), with somewhat simpler (but partial) introductions by Rousseeuw & Leroy (1987); Staudte & Sheather (1990). The dates reflect the development of the subject: it had tremendous growth for about two decades from 1964, but failed to win over the mainstream. I think it is an important area that is used a lot less than it ought to be.