A remark on semiparametric models (Q1822425)

Consider a semiparametric model (X,A,\({\mathcal P})\) with interesting Euclidean parameter \(\kappa\) : \({\mathcal P}\to R_ k\) to be estimated. Assume that \({\mathcal P}\) is a differentiable family of mutually absolutely continuous probability measures and the parameter \(\kappa\) is a functional on \({\mathcal P}\). Further, \({\mathcal P}_ 0\subseteq {\mathcal P}\) is a subfamily for which the canonical gradient of \(\kappa\) is known. The paper presents a condition on the gradient of the functional under which the bound for asymptotic variance of \(\kappa\) (P) for \(P\in {\mathcal P}_ 0\) is the same as the one for the entire class \({\mathcal P}\).