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This paper considers linear minimum mean-square-error (MMSE) transceiver design problems for downlink multiuser multiple-input multiple-output (MIMO) systems where imperfect channel state information is available at the base station (BS) and mobile stations (MSs). We examine robust sum mean-square-error (MSE) minimization problems. The problems are examined for the generalized scenario where the power constraint is per BS, per BS antenna, per user or per symbol, and the noise vector of each MS is a zero-mean circularly symmetric complex Gaussian random variable with arbitrary covariance matrix. For each of these problems, we propose a novel duality based iterative solution. Each of these problems is solved as follows. First, we establish a novel sum average mean-square-error (AMSE) duality. Second, we formulate the power allocation part of the problem in the downlink channel as a Geometric Program (GP). Third, using the duality result and the solution of GP, we utilize alternating optimization technique to solve the original downlink problem. To solve robust sum MSE minimization constrained with per BS antenna and per BS power problems, we have established novel downlink-uplink duality. On the other hand, to solve robust sum MSE minimization constrained with per user and per symbol power problems, we have established novel downlink-interference duality. For the total BS power constrained robust sum MSE minimization problem, the current duality is established by modifying the constraint function of the dual uplink channel problem. And, for the robust sum MSE minimization with per BS antenna and per user (symbol) power constraint problems, our duality are established by formulating the noise covariance matrices of the uplink and interference channels as fixed point functions, respectively. We also show that our sum AMSE duality are able to solve other sum MSE-based robust design problems. Computer simulations verify the robustness of the proposed robust designs compa- ed to the nonrobust/naive designs.