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

TL;DR

This paper introduces a class of elliptical array densities for array variate random variables, addressing the limitations of standard methods in modeling multiway data with complex covariance structures.

Contribution

It proposes a novel elliptical array density model with a multiway Kronecker delta covariance structure, enhancing the modeling of multiway data.

Findings

Defines elliptical array densities with Kronecker delta covariance

Provides theoretical framework for array variate elliptical distributions

Addresses limitations of traditional matrix methods for multiway data

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.