It is well-known that if a random vector X is in the generalized domain of attraction of the multivariate normal law (GDAN), then all its components are in the domain of attraction of the normal law (DAN) and, moreover, the Euclidean inner products of X with all the nonrandom vectors of unit...

Based on an R2-valued random sample {(yi,xi),1≤i≤n} on the simple linear regression model yi=xiβ+α+εi with unknown error variables εi, least squares processes (LSPs) are introduced in D[0,1] for the unknown slope β and intercept α, as well as for the unknown β when α=0. These LSPs...