Similarly to https://github.com/google-research/rliable we may want to have some robust mean estimators implemented here. There exists however more efficient estimators than IQM. I would suggest - IQM plus bootstrap CI as suggested in rliable - https://arxiv.org/pdf/2301.09573 and https://arxiv.org/abs/2202.01250 for sequential estimation and CI - Also quantiles to do a CI on median (see also issue #10) - Also Li & Valiant mean estimator for Heavy-tail mean estimation.
Similarly to https://github.com/google-research/rliable we may want to have some robust mean estimators implemented here.
There exists however more efficient estimators than IQM. I would suggest