Noise from signal generators and signal analyzers often makes the main contribution to the error vector magnitude (EVM) measurement uncertainty when measuring instruments are directly connected. Cross-correlation methods are widely used to estimate the noise characteristics of measuring instruments. A cross-correlation method has been investigated to estimate the residual EVM of the signal generators separately from the signal analyzers EVM. The results of estimation the uncertainty of the EVM direct measurements in the range lower than the signal analyzer residual EVM are obtained. This aspect is important for the accurate of the EVM measurements, because it confirms the correctness of the algorithm and the cross-correlated EVM calculation.