... matrix tests : 协方差阵检验 auto-covariance matrix : 自协方差矩阵 positive definite covariance matrix : 正定协方差矩阵 ..
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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.
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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