Estimating entropy on $m$ bins given fewer than $m$ samples. Paninski, L. IEEE Transactions on Information Theory, 50(9):2200--2203, 2004.
bibtex   
@article{ Paninski:04,
  title = {Estimating entropy on $m$ bins given fewer than $m$ samples},
  author = {Paninski, Liam},
  journal = {IEEE Transactions on Information Theory},
  pages = {2200--2203},
  volume = {50},
  number = {9},
  year = {2004}
}

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