Geodesic
A general class of entropy statistics
Applications of Mathematics, Tome 42 (1997) no. 3, pp. 161-169.

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To study the asymptotic properties of entropy estimates, we use a unified expression, called the $H^{\varphi _{1},\varphi _{2}}_{h,v}$-entropy. Asymptotic distributions for these statistics are given in several cases when maximum likelihood estimators are considered, so they can be used to construct confidence intervals and to test statistical hypotheses based on one or more samples. These results can also be applied to multinomial populations.
DOI : 10.1023/A:1022447020419
Classification : 62B10, 62E20, 94A17
Keywords: entropy; asymptotic distribution; maximum likelihood estimators; testing statistical hypotheses 
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Esteban, M. D. A general class of entropy statistics. Applications of Mathematics, Tome 42 (1997) no. 3, pp. 161-169. doi : 10.1023/A:1022447020419. http://geodesic.mathdoc.fr/articles/10.1023/A:1022447020419/

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