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

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

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 dened 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 classication techniques are developed for array variate observations and high dimensional data.

Arjun K. Gupta | D. Akdemir | Deniz Akdemir

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