Ebrahimi, Nader; Pflughoeft, Kurt; Soofi, Ehsan S. - In: Statistics & Probability Letters 20 (1994) 3, pp. 225-234
In many statistical studies the entropy of a distribution function is of prime interest. This paper proposes two estimators of the entropy. Both estimators are obtained by modifying the estimator proposed by Vasicek (1976). Consistency of both estimators is proved, and comparisons have been made...