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TOOL · CL_261231 · Sep 18 · 04:00

New paper critiques OTGMM estimator with counterexamples

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 …