The bottom-line to your question is that there is no way to know whether the male or female Cockatiel, or any other parrot species, is going to be "louder" than the other, because it's all dependent on the individual bird you choose. That's that only 100% true answer that anyone is going to be able to give you.
My mom bred and hand-raised Cockatiels for years and years, and from her Breeders to their babies they were all "loud" or "noisy" at times. I think the reason that most people in-general, regardless of the species of parrot, say that "males are louder/noisier than the females" is only because the males in many species of parrots are the ones who are the better "talkers", meaning they are usually the ones who can speak/mimic human language better and more-often..And while this is typically true, it has nothing at all to do with their "general" noise/loudness at all.
***So the advice that I would give you, trying to be as honest as I can be, would be to say that "If having a parrot who actually talks/mimics our language is one of your wishes, then you probably want to get a male...However, if you are asking about which sex/gender of Cockatiel or any parrot species is "quieter" in-general, the answer is neither, as both genders chirp, whistle, sing, yell, scream, cry, etc. And no, I don't think that female Cockatiels are any less "vocal" in-general than the males are. It's just that the females usually aren't great "talkers" or mimickers.
And any parrot that you choose to bring home and that you bond to closely is going to scream for you when you leave the room, but not only when you "leave the room", but rather whenever you are home but not in the same room as them! This is exactly the reason that you should NEVER locate your bird's main-cage off in some "back" or "spare" room of your home, because they know when someone is at home, and if they know that someone is home but they can't see them, that's when the screaming is at it's worst! The best way to prevent the "screaming" from happening (and happening often and regularly) is to ALWAYS locate your bird's main-cage in the "main room" of your home, or the room where the people of the house spend most of their time when they are home, and the room of your home where visitors spend their time when they come over. This is usually the living room, family room, TV room, Den, etc. Forming a close bond/relationship with your parrot is going to be as much about "Passive-Interaction" with them as much as it is about "Direct-Interaction" with them...So it's extremely important that your bird's cage is in the room where you watch TV, get on the computer, play video games, read, talk to and spend time with your family, eat your meals, etc. Your bird will not only be way more socialized, friendly, and happier in-general if his cage is located in that "main room" of your home, but he will also feel much, much more content, secure, and safe that way, feel that he's always a part of the "FLOCK", as they are "Flock" animals after all, and they will be much more likely to learn to happily entertain themselves with their toys and such if they are simply in the same room that you and the others in the house are. When they are put in a spare-bedroom by themselves, or a "bird room" by themselves, etc., and you and others are out in the living room, you are not allowing your bird to be a part of the "Flock", which is obviously an innate and natural part of the way parrots/birds live, and this is what causes the constant screaming...not their gender.