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Range Restrictions for Product-Moment Correlation Matrices

PsychometrikaPublished 1 December 1981
Ingram Olkin
Citations33
SJR quartileQ1
SJR score1.90
SNIP2.06

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.

Keywords

Computer ScienceDecision Sciences