  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.
