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New paper critiques OTGMM estimator with counterexamples

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A new paper critiques the Optimally-Transported Generalized Method of Moments (OTGMM) estimator, proposing counterexamples to key theorems presented by Schennach & Starck (2026a). The authors argue that the assumptions for consistency and asymptotic normality are insufficient and that the OTGMM estimator can yield results that differ from the GMM estimator with modified moments. The paper also provides conditions for consistency and asymptotic normality and suggests a matrix condition to replace an existing assumption. AI

RANK_REASON The item is an academic paper published on arXiv that critiques existing research. [lever_c_demoted from research: ic=1 ai=0.1]

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New paper critiques OTGMM estimator with counterexamples

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  1. arXiv stat.ML TIER_1 English(EN) · Masahiro Kato ·

    Counterexamples and Sufficient Conditions: Comments on "Optimally-Transported Generalized Method of Moments"

    arXiv:2609.20260v1 Announce Type: cross Abstract: We comment on the optimally-transported generalized method of moments (OTGMM) estimator proposed by Schennach & Starck (2026a) and give counterexamples to Theorems 2-6 under their stated assumptions. First, the assumptions used in…

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