Distribution of the estimated best fit on cosmological parameters ω_b, ω_cdm, h, and m_ν (from left to right) obtained for each of the 100 evaluations of the covariance matrix (N_m = 45) when considering the standard estimator S45 (blue histogram) or NERCOMEN45 (orange histogram). The black vertical line shows the best fit estimated with the true covariance matrix and its associated error represented by grey shaded area. The dotted vertical line referred to as fiducial in the inset displays the true cosmology. The dashed line represents a Gaussian centred on the true best fit which dispersion is given by the prediction of Dodelson & Schneider (2013) (c.f. Eq. (11)).