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Borowiecki, Kolupa and Kaliszyk (1984) and Dudek (2003) proposed methods in which the generalised Hellwig's inequality is used for verifying that a symmetric matrix, which has the following properties: (1) - all elements on the main diagonal are units; (2) -all elements outside the main diagonal are not greater than one in absolute value, is a correlation matrix of certain variables. The authoress...
Hellwig (1976) proposed an inequality concerning the relationship between all pairwise correlation coefficients in the case of three variables. The generalised Hellwig's inequality (hereafter GHI) was derived by Borowiecki, Kaliszyk and Kolupa (1984). They argued that any symmetric k x k matrix, whichhas the foliowing properties: (1) k is greater than 3; (2) all elements on the main diagonal are units;...
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