Array Variate Elliptical Random Variables with Multiway Kronecker Delta Covariance Matrix Structure

Abstract

Standard statistical methods applied to matrix random variables often fail to describe the underlying structure in multiway data sets. In this paper we will discuss the concept of an array variate random variable and introduce a class of elliptical array densities which have elliptical contours.

A part of this paper appears in a Technical Report No: 11-02 published by Department of Mathematics and Statistics at the Bowling Green State University