Nonparametric estimation of quantile-based entropy function.

In this article, we propose three nonparametric estimators for quantile-based Shannon differential entropy function for complete samples. Asymptotic properties of the estimators are established under suitable regularity conditions. Simulation study are carried out to compare the performance of the proposed estimators and with other important entropy estimators. The usefulness of the new estimators are also illustrated using real data sets. [ABSTRACT FROM AUTHOR]