For three classes of limit processes, M-estimator limiting distributions are symmetric when the drift, the stochastic process, and the constraint cone are all even; for linear-process limits this evenness condition is also necessary under weak assumptions.
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On the Symmetry of Limiting Distributions of M-estimators
For three classes of limit processes, M-estimator limiting distributions are symmetric when the drift, the stochastic process, and the constraint cone are all even; for linear-process limits this evenness condition is also necessary under weak assumptions.