Instanciar classe abstrata em método no C# igual no Java

Classe MethodStrategy

public abstract class MethodStrategy {
    public abstract void strategy();
}

Classe Teste
public class Test {
   public void test(MethodStrategy methodStrategy) {
       Thread thr = new Thread(() -> {
           methodStrategy.strategy();
       });
       thr.start();
   }
}

Classe Test2
public class Test2 {
    public Test2() {
        Test t = new Test();
        t.test(new MethodStrategy() {
            @Override
            public void strategy() {
                //TODO
            } 
        });
    }
}