Comparison of some robust estimators of scale in gamma samples with known shape

In many practical situations a gamma model is used in which the shape parameter is known and the scale parameter is unknown. This paper is concerned with robust estimation of the gamma scale parameter in such circumstances. Three families of estimators are investigated: trimmed-mean type estimators, Huber-sense M-estimators and maximum likelihood estimators for censored samples. The robustness of these estimators is compared using influence curves and an asymptotic contamination model. Some small-sample results are also obtained for the special case of the exponential distribution