To sum up the question: is there some recommended set of datasets or should I put the list together myself from articles on robust estimators?
If I wanted to test performance of different robust estimators, what are the various datasets that are frequently used? I am interested in both simulated and real datasets that I could use. It seems impractical to have to simulate various scenarios on my own and also it might not be very useful to pick real datasets at random.
I am interested in a set of datasets which would allow me to empirically find scenarios under which various robust estimators (LTS, LWS, WLS, S estimators, S-weighted estimators) break down.