Networks can provide effective representations of the relationships between elements in complex systems through nodes and links. On this basis, relationships between multiple systems are often characterized as multilayer networks (or networks of networks). As a typical representative, a multiplex network is often used to describe a system in which there are many replaceable or dependent relationships among elements in different layers. This paper studies robustness measures for different types of multiplex networks by generalizing the natural connectivity calculated from the graph spectrum. Experiments on model and real multiplex networks show a close correlation between the robustness of multiplex networks consisting of connective or dependent layers and the natural connectivity of aggregated networks or intersections between layers. These indicators can effectively measure or estimate the robustness of multiplex networks according to the topology of each layer. Our findings shed new light on the design and protection of coupled complex systems.