Estimating the Variance of the Sample Median
The small-sample bias and root mean squared error of several distribution-free estimators of the variance of the sample median are examined. A new estimator is proposed that is easy to compute and tends to have the smallest bias and root mean squared error.
Price, Robert M.; and Bonett, Douglas G.. 2001. Estimating the Variance of the Sample Median. Journal of Statistical Computation and Simulation. Vol.68(3). 295-305. https://doi.org/10.1080/00949650108812071 ISSN: 0094-9655