Counterexamples and Sufficient Conditions: Comments on"Optimally-Transported Generalized Method of Moments"
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 the small-error analysis are insufficient for consistency in Theorem 2 and asymptotic norma...