Another example of four siblings in the same Olympics is the Belgian Borlée family during the 2016 Rio olympics.
The brothers Jonathan, Kevin and Dylan participated in the 4x400m relay, taking fourth in the final and missing the medals by three hundreds of a second. Jonathan and Kevin also ran individually in the 400m event, while Jonathan added the individual 200m to that. Jonathan and Kevin are twins, while Dylan is the younger brother.
They have an older sister Olivia, who participated in the 200m event in Rio. She was part of the team that won the 4x100m in the 2008 Beijing Olympics after a recent disqualification for doping of the Russian team that finished first.
Their father, Jacques Borlée, is the coach and participated himself in 1980 Moscow Olympics.