
doi: 10.1007/bf02293804
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.
partial correlation, Measures of association (correlation, canonical correlation, etc.), constrained correlations, multiple correlation, patterned correlation matrices
partial correlation, Measures of association (correlation, canonical correlation, etc.), constrained correlations, multiple correlation, patterned correlation matrices
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