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The \\(L_1\\)-estimator of \\(\\vartheta\\) is the optimal solution of the minimization problem  \\[ \\text{Min}_\\vartheta \\sum^N_{i=1} |y_i - f(x_i, \\vartheta)|. \\tag{2} \\]  Let \\(\\vartheta_0\\) be the true value of \\(\\vartheta\\). Substituting model (1) into (2), we get another form of problem (2):  \\[ \\text{Min}_\\vartheta \\sum^N_{i=1} |e_i + f(x_i, \\vartheta_0) - f(x_i, \\vartheta)|. \\tag{3} \\]  Denote by \\(\\vartheta_N(e)\\) the optimal solution of problem (3), where \\(e = (e_1,\\dots, e_N)\\). Our aim is to study the asymptotic behavior of \\(N^{1/2} (\\vartheta_N (e) - \\vartheta_0)\\). So it is natural to introduce a new variable \\(z = N^{1/2} (\\vartheta - \\vartheta_0)\\) and to form a new equivalent problem:  \\[ \\text{Min}_z \\sum^N_{i=1} [|e_i + f_i(z)|- |e_i|],\\tag{4} \\]  where  \\[ f_i(z) = f(x_i, \\vartheta_0) - f(x_i, \\vartheta_0 + N^{-1/2} z). \\]  Denote the objective function and the optimal solution of problem (4) by \\(F_N(e,z)\\) and \\(z_N(e)\\), respectively. Clearly we have \\(z_N(e) = N^{1/2}(\\vartheta_N(e) - \\vartheta_0)\\). We will work with problem (4) and the main task of this paper is to establish asymptotic normality of 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