Bias (top) and dispersion (bottom) of the S/N defined in Eq. (15) when the precision matrix is estimated from N_m realisations and a data vector of size N_b = 40. The blue and orange filled circles respectively correspond to the biased (i.e. without the Hartlap correction) and NERCOME estimator. The black line represents the predictions from Eqs. (16) (top) and (17) (bottom). The vertical dashed grey line indicates the Hartlap limit N_m ≤ N_b + 2.