Relative difference between the unbinned approximated covariance matrices compared to the exact calculation, , as a function of Δ = ℓ − ℓ′. We show the NKA (light blue), INKA (dark blue), and FRI (purple) approximations for TTTT (top) and EEEE (bottom). We only show the relative differences for the ℓ at which the deviation is largest, with ℓ ∊ [ℓ_cut = 200,ℓ_max,ex = 1000] (shaded regions) or ℓ ∊ [ℓ_max,ex, 2000] (lines).