Statistical Estimation of Generalized Dimensions
Matematičeskie zametki, Tome 71 (2002) no. 5, pp. 697-712.

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A statistical estimate for generalized dimensions of a set $A\subset \mathbb R^m$ based on the computation of average distances to the closest points in a sample of elements of A is given. For smooth manifolds with Lebesgue measures and for self-similar fractals with self-similar measures, the estimate is proved to be consistent.
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V. V. Maiorov; E. A. Timofeev. Statistical Estimation of Generalized Dimensions. Matematičeskie zametki, Tome 71 (2002) no. 5, pp. 697-712. http://geodesic.mathdoc.fr/item/MZM_2002_71_5_a5/

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