Admissible Unbiased Quantizations: Distributions without Linear Components
Klaus Pötzelberger · ePubWU Institutional Repository (Wirtschaftsuniversität Wien) · 2000
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)