Universal Estimation of Information Measures for Analog Sources. Wang, Q., Kulkarni, S. R., & Verdú, S. Foundations and Trends in Communications and Information Theory (FTCIT), 5(3):265-353, 2009.
Universal Estimation of Information Measures for Analog Sources [link]Paper  bibtex   
@article{ dblp2993574,
  title = {Universal Estimation of Information Measures for Analog Sources},
  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 = {dblp2993574},
  id = {dblp2993574},
  biburl = {http://www.dblp.org/rec/bibtex/journals/ftcit/WangKV09},
  url = {http://dx.doi.org/10.1561/0100000021},
  journal = {Foundations and Trends in Communications and Information Theory (FTCIT)},
  pages = {265-353},
  number = {3},
  volume = {5},
  text = {Foundations and Trends in Communications and Information Theory (FTCIT) 5(3):265-353 (2009)}
}

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