English(EN) Counterexamples and Sufficient Conditions: Comments on "Optimally-Transported Generalized Method of Moments"

新论文用反例批评OTGMM估计器

作者 PulseAugur 编辑部 · [1 个来源] · 2026-09-18 04:00

一篇新论文批评了最优输运广义矩估计法（OTGMM）估计器，并对Schennach & Starck (2026a)提出的关键定理提出了反例。作者认为，一致性和渐近正态性的假设条件不足，并且OTGMM估计器可能产生与矩修正后的GMM估计器不同的结果。该论文还提供了实现一致性和渐近正态性的条件，并建议用一个矩阵条件来替代现有的一个假设。 AI

排序理由该条目是发表在arXiv上的学术论文，批评了现有研究。[lever_c_demoted from research: ic=1 ai=0.1]

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arXiv stat.ML TIER_1 English(EN) · Masahiro Kato · 2026-09-18 04:00

反例与充分条件：“最优输运广义矩方法”评论

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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反例与充分条件：“最优输运广义矩方法”评论

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