The entropy of a quantum system is a measure of its randomness, and has applications in measuring quantum entanglement. We study the problem of estimating the von Neumann entropy, S(ρ), and Rényi entropy, Sα(ρ) of an unknown mixed quantum state ρ in d dimensions, given access to independent copies of ρ. We provide algorithms with copy complexity O(d2/α) for estimating Sα(ρ) for α 1. These bounds are at least quadratic in d, which is the order dependence on the number of copies required for estimating the entire state ρ. For integral α > 1, on the other hand, we provide an algorithm for estimating Sα(ρ) with a sub-quadratic copy complexity of O(d2-2/α), and we show the optimality of the algorithms by providing a matching lower bound.