当协方差矩阵非正定时，要么存在套利机会，要么存在有效子集（即有多余的证券存在）。

We concluded that the covariance matrix is nonpositive definite, there is either arbitrage opportunity or efficient subset.

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然而，目前国内外有关协方差矩阵正定性的研究结果并不多，并且大多是集中在连续型样本协方差矩阵方面。

However, there have been few outcomes about the positive definitiveness of covariance matrix, most of which have been restricted to the Covariance-matrix of continuous sample.

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将线性混合模型中随机效应的协方差阵推广为正定阵，运用方差分析估计的方法给出了方差分量的估计。

In this paper, the covariance matrix of random effect in linear mixed model is extended to positive matrix. We construct the estimation of variance components based on the idea of ANOVA estimation.

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