Range restrictions for product-moment correlation matrices |
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| Authors: | Ingram Olkin |
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| Affiliation: | (1) Sequoia Hall, Department of Statistics, Stanford University, 94305 Stanford, California |
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| Abstract: | It is well-known that for a trivariate distribution if two correlations are fixed the remaining one is constrained. Indeed, if one correlation is fixed, then the remaining two are constrained. Both results are extended to the case of a multivariate distribution. The results are applied to some special patterned matrices. |
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| Keywords: | constrained correlations multiple correlation partial correlation patterned correlation matrices |
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