Admissible Unbiased Quantizations: Distributions without Linear Components

Publication: Working/Discussion PaperWU Working Paper

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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)

Publication series

SeriesForschungsberichte / Institut für Statistik
Number76

WU Working Paper Series

  • Forschungsberichte / Institut für Statistik

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