I am trying to understand robust scale estimators and read about Sn and Qn scale estimators. While reading through Wikipedia(https://en.wikipedia.org/wiki/Robust_measures_of_scale) its mentioned that Sn scale estimator is approximately unbiased under normal distribution. But I couldn't find any proof supporting the statement. It will be helpful, if anyone could provide how Sn scale is unbiased estimator?
I read Alternatives to the Median Absolute Deviation, but there is no proof of unbiased in it.