Capturing uncertainty in Gaussian mixture-based entropy estimation via weighted likelihood bootstrap

DOI10.1007/978-3-031-64447-4_91MaRDI QIDQ6857106zbMATH OpenFDO

Authors Luca Scrucca

Publication date 18 February 2026

Full work available at URL https://doi.org/10.1007/978-3-031-64447-4_91

zbMATH Keywords

brent oil log-returns modelingdifferential entropy estimationGaussian mixturesweighted likelihood bootstrap

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Cites work

• A Mathematical Theory of Communication
• Elements of Information Theory
• Handbook of differential entropy
• scientific article; zbMATH DE number 432498 (Why is no real title available?)
• scientific article; zbMATH DE number 509150 (Why is no real title available?)
• Mixture-based estimation of entropy
• Model-Based Clustering, Classification, and Density Estimation Using mclust in R
• Weighted Bayesian bootstrap for scalable posterior distributions

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