isset on multi-dimensional arrays

This may or may not be the best way to do this, but now I am curious.

I have this function call:

if(!auth_user($_SESSION['USER']['AUTH']['username'], $_SESSION['USER']['AUTH']['password']))
{		
     graceful_exit();	
}

to verify a users username and password is stored. I am getting undefined index errors because some of those keys may not exist when calling the function. So how do I verify that 'USER', 'AUTH', 'username' and 'password' are present?

I cant do this:

if(!isset($_SESSION['USER']['AUTH']['username']))
{
   graceful_exit();
}

because I get same errors.

Any advice would be appreciated.

Thanks