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I was having a conversation with a friend of mine who is also learning Japanese, and she used 大きなめんどくさい as a phrase today, which seemed off to me to use 大きい as a modifier on an adjective. Can you use 大きい/な as an adverb to modify another adjective? If so, are there restrictions around what sort of adjectives it can modify?

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No な form can modify an adjective. The な ending creates what's called an adnominal, i.e. something that can only modify a nominal (noun). This is a special kind of adjective -- while normal adjectives can be used to form predicates, such as "that dog is red", adnominals can only be used to modify nouns, and cannot be used to form predicates. 大きい is a normal Japanese adjective, by this measure -- you can have 大きい犬 "a big dog", and you can have 犬が大きい "the dog is big". 大きな is an adnominal, and only works one way -- you can have 大きな犬 "a big dog", but you can't have 犬が大きな "the dog is a big ____", because you need a noun after that な.

For adverbs, modifying verbs or adjectives, you'd have to use に instead of な, or the -く form of -i adjectives.

Your friend's sample phrase of 大きな面倒くさい could kinda work, if a noun came right after this phrase -- 大きな面倒くさい(何か) "a big bothersome (something)". (Technically speaking, even that isn't quite right, and should probably be 大きくて面倒くさい(何か) instead.) But if she intended for the 大きな to modify the 面倒くさい, the grammar just doesn't work that way.

Addendum: If she was trying to say that something is a big bother, the grammatically correct way to say that is 大{おお}きな面倒{めんどう}. The adjective 面倒{めんどう}くさい is literally 面倒{めんどう} "a bother" + くさい "stinky, smelling of [something unpleasant]".

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