Density-free convergence properties of various estimators of entropy

ENTROPY-BASED STATISTICAL INFERENCE, II: SELECTION-OF-THE-BEST/COMPLETE RANKING FOR CONTINUOUS DISTRIBUTIONS ON (0,1), WITH APPLICATIONS TO RANDOM NUMBER GENERATORS

Meulen, Edward C. van der, (1983)

Kernel density estimation from ergodic sample is not universally consistent

Gyorfi, Laszlo, (1992)

On estimation of the common mean of k ([greater-or-equal, slanted] 2) normal populations with order restricted variances

Misra, Neeraj, (1997)