Develop systematic tools for constructing coordinate submodels
Develop systematic methods to construct regular (quadratic-mean differentiable) coordinate submodels that witness local product structure by perturbing the target parameter and nuisance parameter independently, particularly for complex semiparametric models with constrained nuisance spaces or functionals defined through implicit equations.
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Several directions remain open. Foremost, the regularity conditions we impose, notably the existence of coordinate submodels witnessing local product structure, can be nontrivial to verify in complex semiparametric problems, such as those involving constrained nuisance spaces or functionals defined through implicit equations. Relaxing these conditions, extending the equivalence to settings with non-smooth functionals, and developing systematic tools for constructing coordinate submodels in applied problems would be natural next steps.