Divergence estimation for multidimensional densities via k-nearest-neighbor distances. Wang, Q., Kulkarni, S. R., & Verdú, S. IEEE Transactions on Information Theory (TIT), 55(5):2392-2405, 2009.
Divergence estimation for multidimensional densities via k-nearest-neighbor distances [link]Paper  bibtex   
@article{ dblp3029982,
  title = {Divergence estimation for multidimensional densities via k-nearest-neighbor distances},
  author = {Qing Wang and Sanjeev R. Kulkarni and Sergio Verdú},
  author_short = {Wang, Q. and Kulkarni, S. R. and Verdú, S.},
  bibtype = {article},
  type = {article},
  year = {2009},
  key = {dblp3029982},
  id = {dblp3029982},
  biburl = {http://www.dblp.org/rec/bibtex/journals/tit/WangKV09},
  url = {http://dx.doi.org/10.1109/TIT.2009.2016060},
  journal = {IEEE Transactions on Information Theory (TIT)},
  pages = {2392-2405},
  number = {5},
  volume = {55},
  text = {IEEE Transactions on Information Theory (TIT) 55(5):2392-2405 (2009)}
}

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