# On the joint asymptotic distribution of the restricted estimators in multivariate regression model

@article{Nkurunziza2017OnTJ, title={On the joint asymptotic distribution of the restricted estimators in multivariate regression model}, author={S{\'e}v{\'e}rien Nkurunziza and Youzhi Yu}, journal={arXiv: Statistics Theory}, year={2017} }

The main Theorem of Jain et al.[Jain, K., Singh, S., and Sharma, S. (2011), Re- stricted estimation in multivariate measurement error regression model; JMVA, 102, 2, 264-280] is established in its full generality. Namely, we derive the joint asymp- totic normality of the unrestricted estimator (UE) and the restricted estimators of the matrix of the regression coefficients. The derived result holds under the hypothesized restriction as well as under the sequence of alternative restrictions. In…

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