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We assume that the random vectors \\((X_i, e_i)\\) are i.i.d., and that \\(X_i\\) and \\(e_i\\) are mutually independent with continuous distributions \\(G\\) and \\(F\\) for which \\(F(0) = 1/2 = G(0)\\). When \\(X_1, \\dots, X_n\\) are all distinct (an event with probability one), we may define the repeated median estimator of the intercept \\(\\alpha\\),  \\[ \\widehat \\alpha_n = \\text{med}_i \\text{med}_{j,j \\neq i} (X_j Y_i - X_i Y_j)/(X_j - X_i) \\tag{2} \\]  introduced by \\textit{A. F. Siegel} [Biometrika 69, 242-244 (1982; Zbl 0483.62026)]. Given two points \\({\\mathbf z}_1 = (x_1, y_1)\\) and \\({\\mathbf z}_2 = (x_2, y_2)\\) with \\(x_1 \\neq x_2\\), the kernel function \\(h({\\mathbf z}_1, {\\mathbf z}_2) = (x_2 y_1 - x_1 y_2)/(x_2 - x_1)\\) gives the intersection between the \\(y\\)-axis and the line through \\({\\mathbf z}_1\\) and \\({\\mathbf z}_2\\). Siegel showed that \\(\\widehat \\alpha_n \\) has a \\(50 \\%\\) breakdown point, and is a Fisher consistent estimator of \\(\\alpha\\) when \\(F\\) is a symmetric distribution. We prove asymptotic normality. The main result is that  \\[ \\sqrt n (\\widehat \\alpha_n - \\alpha) @> d >> N \\biggl( 0, \\bigl( 2f(0) \\bigr)^{-2} \\biggr) \\quad \\text{as } n \\to \\infty. \\tag{3} \\]  The asymptotics are compared with Monte Carlo results. By changing the kernel function in (2), we obtain repeated median estimators of other quantities. For instance, when \\(h({\\mathbf z}_1, {\\mathbf z}_2) = (y_2 - y_1)/(x_2 - x_1)\\) we obtain a repeated median estimator of the slope parameter \\(\\beta\\), as introduced by Siegel. Influence function and asymptotic normality for this estimator were proved by \\textit{O. H\u00f6ssjer} et al. [Ann. Stat. 22, No. 3, 1478-1501 (1994; Zbl 0817.62018)]. The techniques used in this paper are based on those used in that 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