I'm analyzing a set of data, and I like to fit a gamma distribution. I know how to do it in one dimension, but the data that I'm analyzing now are two dimensional. Is there any way that I can have a bivariate gamma function fitted into the data?
You can find other versions of the bivariate gamma distribution in the following paper by Nadarajah:
Yes, and there are several variants of the bivariate gamma distribution you can choose from. The VGAM package in R has one of them as a function. You can also use the Wishart distribution (which is a multivariate generalization of the gamma), or program your own bivariate gamma distribution. You'll probably want to use the optim function to find the MLE, although some hand-holding may be required.
A good general-purpose source for bivariate / multivariate Gamma distributions is Johnson, Balakrishnan, and Kotz, Continuous Multivariate Distributions.