The quantization of

-dimensional vectors in

with an arbitrary probability measure, under a mean-square error constraint, is discussed. It is demonstrated that a uniform, one-dimensional quantizer followed by a noiseless digital variable-rate encoder ("entropy encoding") can yield a rate that is, for any

, no more than

bit-per-sample higher than the rate associated with the optimal

-dimensionai quantizer, regardless of the probabilistic characterization of the input

-vector for the allowable mean-square error.