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Let \\(h\\) be a function defined on \\(S\\times\\Theta\\) into \\({\\mathfrak R}^d\\), and let \\(\\theta_0\\) be a parameter point characterized by the relation \\(Eh(X,\\theta_0)=0\\). Then, roughly speaking, an \\(M\\)-estimate of \\(\\theta_0\\) is a statistic \\(\\theta_n= \\theta_n (X_1, \\dots,X_n)\\) such that \\(n^{-1}\\sum^n_{i=1} h(X_i,\\theta_n)\\) is close to 0 in some sense.   The authors consider general classes of \\(M\\)-estimates and study the asymptotic behavior of their first order expansion. They obtain as special cases several results previously established, including the Bahadur-Kiefer representation for quantiles. Under suitable regularity conditions, results obtained by the authors are of the following nature.   With \\(a_n= (n/2\\log \\log n)^{1/2}\\) and \\(H'(\\theta_0)\\) denoting the derivative, it is shown that \\(a^2_n(H_n(\\theta_0) +H'(\\theta_0)(\\theta_n -\\theta_0))\\) is relatively compact and its set of limit points is also characterized. Here  \\[ H(\\theta)=Eh(X,\\theta) \\text{ and }H_n(\\theta)=n^{-1}\\sum^n_{i=1} h(X_i, \\theta). \\]  Also, the asymptotic distribution of \\(n(H_n(\\theta_0) +H'(\\theta_0) (\\theta_n- \\theta_0))\\) is determined. Finally, it is shown that, with probability one,  \\[ \\biggl\\{a_n^{3/2} \\bigl(H_n (\\theta_0)+ H'(\\theta_0) (\\theta_n -\\theta_0) \\bigr)\\biggr\\},\\;n=1,2, \\dots \\]  is almost surely relatively compact and its limit set is 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