Rate and distortion redundancies for universal source coding with respect to a fidelity criterion

Rissanen has shown that there exist universal noiseless codes for {Xi} with per-letter rate redundancy as low as (K log N)/2N, where N is the blocklength and K is the number of source parameters. we derive an analogous result for universal source coding with respect to the squared error fidelity criterion: there exist codes with per-letter rate redundancy as low as (K log N)/2N and per-letter distortion (averaged over X^N and θ) at most D(R)[1 + K/N], where D(r) is an average distortion-rate function and K is now the number of parameters in the code.