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.