These are assignment patterns that are explained in section 10.9 of the 1800-2012 LRM. The syntax you showed worked for me in Questa. Can you show us your compiler error?
Note that the inner most pair of '{}'s could be replaced with a simple concatenation.
string ARY[string][string] = '{"A":'{"0":{"a", "b", "c"}, "1":{"d", "e", "f"}}, "B":{"2":'{"a", "b", "c"}, "3":{"d", "e", "f"}}};
In this case, a concatenation has similar syntax to an assigment pattern without the keys.