Comparison between the estimation of variances for different numbers of samples for a bivariate normal distribution with ρ = 0.8. Red markers: variances estimated with several different datasets. Black markers: variances estimated with subsampling of a single dataset. Black line: regression line to predict the variance for any number of samples. The limit of saturation indicated by a dashed line corresponds to the number of samples for which the relationship of Eq. E.3 no longer holds.