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Admissible Unbiased Quantizations: Distributions without Linear Components

Pötzelberger, Klaus (2000) Admissible Unbiased Quantizations: Distributions without Linear Components. Forschungsberichte / Institut für Statistik, 76. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

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Abstract

Let P be a Borel probability measure on Rd. We characterize the maximal elements p E M(P,m) with respect to the Bishop-De Leeuw order, where p E M(P, m) if and only if p P and [supp(p)] m. The results obtained have important consequences for statistical inference, such as tests of homogeneity or multivariate cluster analysis and for the theory of comparison of experiments. (author's abstract)

Item Type: Paper
Keywords: Admissibility / quantization / Bishop-de Leeuw order / dilation / information / majorization / partitions / MSP-partitions
Classification Codes: MSC 62C15, 62B10, 62B15, 62H30
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 12 Jul 2006 07:53
Last Modified: 23 Sep 2015 23:03
URI: http://epub.wu.ac.at/id/eprint/1628

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