Key points are not available for this paper at this time.
D. B. Carr, R. J. Littlefield, W. L. Nicholson, J. S. Littlefield, Scatterplot Matrix Techniques for Large N, Journal of the American Statistical Association, Vol. 82, No. 398 (Jun., 1987), pp. 424-436
Carr et al. (Mon,) studied this question.