We use Stein characterisations to derive new moment-type estimators for the parameters of several multivariate distributions in the i.i.d. case; we also derive the asymptotic properties of these estimators. Our examples include the multivariate truncated normal distribution and several spherical distributions. The estimators are explicit and therefore provide an interesting alternative to the maximum-likelihood estimator. The quality of these estimators is assessed through competitive simulation studies in which we compare their behaviour to the performance of other estimators available in the literature.

翻译：我们利用斯坦因特征推导了独立同分布情形下若干多元分布参数的新型矩型估计量，并分析了这些估计量的渐近性质。应用实例包括多元截断正态分布及多种球对称分布。所提估计量具有显式表达式，因此为极大似然估计提供了重要替代方案。通过竞争性模拟研究评估了这些估计量的质量，并将其性能与文献中现有其他估计量进行了比较。