Estimates of the effective number of parameters for 100 realisations of a cosmic shear (left) and a joint cosmic shear+GGL (right) data vector. The estimators defined in Eqs. (44)–(46) are shown in blue, red, and orange, respectively. The dashed lines mark the average over the realisations. The black line marks the effective number of parameters inferred from the fit of a χ²-distribution to a histogram of (cf. Eq. (47)).