We consider cosmological inflationary models in which vector fields play some role in the generation of the primordial curvature perturbation $zeta$. Such models are interesting because the involved vector fields naturally seed statistical anisotropy in the primordial fluctuations which could eventually leave a measurable imprint on the cosmic microwave background fluctuations. In this article, we estimate the scale and shape dependent effects on the non-Gaussianity (NG) parameters due to the scale dependent statistical anisotropy in the distribution of the fluctuations. For concreteness, we use a power spectrum (PS) of the fluctuations of the quadrupolar form: $P_zeta(vec{k})equiv P_zeta(k)[1+g_zeta(k)(hat{n} cdot hat{k})^2 ]$, where $g_{zeta}(k)$ is the only quantity which parametrizes the level of statistical anisotropy and $hat{n}$ is a unitary vector which points towards the preferred direction. Then, we evaluate the contribution of the running of $g_{zeta}(k)$ on the NG parameters by means of the $delta N$ formalism. We focus specifically on the details for the $f_{rm NL}$ NG parameter, associated with the bispectrum $B_zeta$, but the structure of higher order NG parameters is straightforward to generalize. Although the level of statistical anisotropy in the PS is severely constrained by recent observations, the importance of statistical anisotropy signals in higher order correlators remains to be determined, this being the main task that we address here. The precise measurement of the shape and scale dependence (or running) of statistical parameters such as the NG parameters and the statistical anisotropy level could provide relevant elements for model building and for the determination of the presence (or nonpresence) of inflationary vector fields and their role in the inflationary mechanism.
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