This paper reviews R. A. Fisher's many fundamental contributions to multivariate statistical analysis--from the derivation of the distribution of the sample correlation coefficient to discriminant analysis. The emphasis here is on the conceptual and mathematical development. All of his papers on multivariate analysis will be included in this survey.
"R. A. Fisher and multivariate analysis." Statist. Sci. 11 (1) 20 - 34, February 1996. https://doi.org/10.1214/ss/1032209662