| This could also mean those rare people who have three forenames and who are known by their initials. The best known must surely be J.R.R. Tolkien, and after him we could add his son Christopher Tolkien, who uses the sigil CJRT when he draws maps for his father's works, and sometimes is known as C.J.R. Tolkien.
Another is the historian A.J.P. Taylor.
Using two initials instead of forenames is quite a British thing to do, common in the earlier twentieth century. Sometimes we only use one, like E. Nesbit and F. Anstey and V. Sackville-West; more often it's two, like C.S. Lewis and T.S. Eliot. Of course Eliot began as American, but his use of two initials was on a par with his other anglicisms. Americans in America usually add a middle initial but don't cut down the first name. One exception is P.J. O'Rourke.
Three is rare, anywhere. But there are two very well known philosophers, G.E.M. Anscombe who was English and W.V.O. Quine who was American. In a nice display of I don't know quite what, they died within a fortnight of each other at the beginning of this year. I think that ends the three-initial tradition. | 
