  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 addition, we establish Asymptotic
Distributional Risk for the estimators and compare their relative performance.
It is established that near the restriction, the restricted estimators (REs)
perform better than the UE. But the REs perform worse than the unrestricted
estimator when one moves far away from the restriction.
