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

翻译：我们利用Stein特征刻画方法，针对独立同分布情形下的多种截断多元分布推导出新型矩类估计量，并建立了这些估计量的渐近性质。研究实例包括截断多元正态分布以及独立单变量分布乘积的截断形式。所提出的估计量具有显式表达式，因此为最大似然估计量（MLE）提供了具有研究价值的替代方案。通过竞争性模拟研究评估了这些估计量的质量，在研究中将其表现与MLE及得分匹配方法的性能进行了比较。