New closed form estimators for a bivariate gamma distribution

AbstractMotivated by Zhao, Jang and Kim [Journal of Multivariate Analysis, 191, 2022, article number 105109], we propose new closed form estimators for a bivariate gamma distribution. The new estimators are simpler. In addition, they can have smaller asymptotic variances and smaller asymptotic covariances compared to Zhao et al.'s estimators and method of moments estimators. The new estimators can also perform better in real-data applications.Keywords: Covariancedigamma functiontrigamma functionvariance AcknowledgmentsThe authors would like to thank the Editor for careful reading and comments which greatly improved the paper. SN wrote the numerical sections of the paper. VN wrote the rest of the paper. All authors gave explicit consent to publish this manuscript.Disclosure statementNo potential conflict of interest was reported by the author(s).Data availability statementData are listed in the paper.