Before revision:  Applying the proposed test to the market share data from the Dominick's Finer Foods retail chain, we find that a common ad hoc procedure to deal with zero market shares  results in a failure to satisfy the conditions for both the consistency and the root-n asymptotic normality.
After revision:  Applying the proposed test to the market share data from the Dominick's Finer Foods retail chain, we find that a common ad hoc procedure to deal with zero market shares in analysis of differentiated products markets results in a failure to satisfy the conditions for both the consistency and the root-n asymptotic normality.