We show that a special case of method of moment estimator derived from the Stein class coincides with the class of generalized score matching estimator. Choosing a suitable weight function for generalized score matching is not straightforward. However, by placing it within the method of moment framework we can alleviate this problem by extending the Stein class to generalized method of moments. As a consequence we can work with a number of functions and hence derive generalized score matching estimators with optimal properties.

翻译：我们证明，从Stein类导出的矩估计方法的一个特例与广义得分匹配估计类相吻合。为广义得分匹配选择合适的权重函数并非易事。然而，通过将其置于矩方法框架内，我们可以通过将Stein类扩展至广义矩方法来缓解这一问题。因此，我们可以处理多个函数，从而推导出具有最优性质的广义得分匹配估计量。