We present a fast and robust alternative method to compute covariance matrix
in case of cosmology studies. Our method is based on the jackknife resampling
applied on simulation mock catalogues. Using a set of 600 BOSS DR11 mock
catalogues as a reference, we find that the jackknife technique gives a similar
galaxy clustering covariance matrix estimate by requiring a smaller number of
mocks. A comparison of convergence rates show that ∼7 times fewer
simulations are needed to get a similar accuracy on variance. We expect this
technique to be applied in any analysis where the number of available N-body
simulations is low.Comment: 11 pages, 11 figures, 2 table