to construct a family of distributions P with IR2, defined for all small ||, such

to construct a family of distributions Pθ with θ ∈ IR2, defined for all small |θ|, such that P0,0 = P, the family is q.m.d. at θ = (0, 0) with score vector at θ = (0, 0) given by

(u1(x), u2(x)). If S is the real line, construct the Pθ that works even if Pθ is required to be smooth if P and the ui are smooth (i.e., having differentiable densities) or subject to moment constraints (i.e., having finite pth moments).