Admissible Unbiased Quantizations: Distributions with Linear Components

    Publication: Working/Discussion PaperWU Working Paper

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    Abstract

    We show that results on the characterization of admissible quantizations, which have been derived in Potzelberger [3], have to be modified in case the probability distribution has linear components. Furthermore, we provide an example, where the limit of optimal quantizations is not admissible. (author's abstract)

    Publication series

    SeriesForschungsberichte / Institut für Statistik
    Number75

    WU Working Paper Series

    • Forschungsberichte / Institut für Statistik

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