Comparison of the real and redshift-space power spectrum covariance matrices (the diagonal part) between the COVMOS and DEMNUni_cov experiments. Estimated contributions of the diagonal of the covariance matrices over 5000 realisations of COVMOS catalogues (in red) in real (left) and redshift-space (right) as compared to the ones estimated from 50 DEMNUni_cov (in black) for the five redshifts and in 16nu cosmology. The estimated diagonals with Gaussian error bars (see Eq. (28)) are represented as solid lines. In dotted lines are displayed the estimated Gaussian contribution of the covariance matrix estimated from the averaged power spectra (see Eq. (25)). The estimated non-Gaussian contributions are drawn in dashed lines and are coming from the residual between the full diagonal and the Gaussian term alone.