We have to avoid all technicalities of how to achieve a certain goal, and clearly state what it is first with an example if possible. It should be easily understandable by any one here and not be obscured by technical jargon. So your next post better not be a link to wiki
but a bullet style answer to the following questions I pose once more:
a) Given Houdini's use of contempt in CEGT, what does your robust estimator's do to the relative ratings of Houdini/Stokfish/Komodo afterwards?
b) Why would ratings be changed at all depending on style? This is a fundamental question. If we go down this road, it means we have to do the same for engines that have certain playing style that allows to score more against certain class of engines. Just because contempt had an effect that allows one to score more against weaker engines, we felt the need to "correct" the ratings so that we weight more scores against equally rated engines, which I did in a straight forward manner. Infact reviewing the thread, Kirilly seems to have stated something along those lines.
c) Your robust estimator reduces significance of outlier scores (scores against low rated engines AFAIK). If that is the case then our goals are the same, isn't it? The importance factor I does something similar when a Gaussian distribution is used. Right now it considers results against all engines are equally important. All outliers as defined by say abs(elo1-elo2) <= 100 are weighed less than those who fall inside the window.