### ESTIMATION IN AN IMPLICIT MULTIVARIATE MEASUREMENT ERROR MODEL WITH CLUSTERING IN THE REGRESSOR

**MARIA POLEKHA**

*Theory of Stochastic Processes*

*Vol. 14 (30), no. 1, 2008, pp. 117–125*

An implicit linear multivariate model $DZ\approx0$ is considered, where the data matrix $D$ is observed with errors, and $Z$ is a parameter matrix. The error matrix is partitioned into two uncorrelated blocks, and the total covariance structure in each block is supposed to be known up to a corresponding scalar factor. Moreover, the row data are clustered into two groups. Based on the method of corrected objective function, the strongly consistent estimators of scalar factors and the kernel of the matrix $D$ are constructed, as the numbers of rows in the clusters tend to infinity.

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