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Generalized least squares estimators of population parameters and an asymptotic chi‐square test are given for situations where sets of elements of a population correlation matrix are equal or have specified values. These estimators are asymptotically equivalent to maximum‐likelihood estimators but involve less computation. Corresponding formulae for the hypothesis that sets of elements of a population covariance matrix are equal or have specified values are given for comparative purposes. A numerical illustration is provided.
Michael W. Browne (Sun,) studied this question.