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Array Variate Random Variables with Multiway Kro- necker Delta Covariance Matrix Structure

Journal Name:

  • Journal of Algebraic Statistics

Publication Year:

  • 2011

Key Words:

Author NameUniversity of Author

AMS Codes:

Abstract (2. Language): 
Standard statistical methods applied to matrix random variables often fail to describe the underlying structure in multiway data sets. After a review of the essential background material, this paper introduces the notion of array variate random variable. A normal array variate random variable is de ned and a method for estimating the parameters of array variate normal distribution is given. We introduce a technique called slicing for estimating the covariance matrix of high dimensional data. Finally, principal component analysis and classi cation techniques are developed for array variate observations and high dimensional data.
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  • 1
98-113
  • English

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