HeterFunctionalData (version 0.1.0)

sigma4: Unbiased estimate of squared variance $sigma^4$ based on U-statistic of an i.i.d. sample

Description

This function takes a random sample and produces an unbiased estimate of the squared variance based on the U-statistic $sum_k1 ne k2 ne k3 ne k4 (x_k1-x_k2))^2 (x_k3-x_k4))^2$.

Usage

sigma4(x)

Arguments

x

is a vector of i.i.d. observations.

Value

unbiased estimate of squared variance $sigma^4$, where $sigma^2$ is the variance.

Examples

# NOT RUN {
  x=stats::rnorm(10)
  sigma4(x)
# }