Geodesic
On entropy estimation by $m$-spacing method
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 14–1, Tome 363 (2009), pp. 151-181

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The $m$-spacing method is a very popular statistical tool in entropy estimation and in goodness of fit testing. In this text, we focus on the case, where the underlying probability density may have an unbounded support or may vanish and show that under mild conditions the $m$-spacing entropy estimators have standard Gaussian limits. Bibl. – 15 titles. 
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     author = {F. El Haje Hussein and Yu. Golubev},
     title = {On entropy estimation by $m$-spacing method},
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     url = {http://geodesic.mathdoc.fr/item/ZNSL_2009_363_a8/}
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F. El Haje Hussein; Yu. Golubev. On entropy estimation by $m$-spacing method. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 14–1, Tome 363 (2009), pp. 151-181. http://geodesic.mathdoc.fr/item/ZNSL_2009_363_a8/