sigma4 {HeterFunctionalData} | R Documentation |
This function takes a random sample and produces an unbiased estimate of the squared variance based on the U-statistic $sum_k1 ne k2 ne k3 ne k4 (x_k1-x_k2))^2 (x_k3-x_k4))^2$.
sigma4(x)
x |
is a vector of i.i.d. observations. |
unbiased estimate of squared variance $sigma^4$, where $sigma^2$ is the variance.
x=stats::rnorm(10)
sigma4(x)