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Universal cokriging under intrinsic coregionalization
Authors:Jeffrey D Helterbrand and Noel Cressie
Institution:(1) Department of Statistics, Iowa State University, 50011 Ames, Iowa;(2) Present address: Lilly Research Laboratories, 46285 Indianapolis, Indiana
Abstract:Under the intrinsic coregionalization model if both primary and secondary measurements are available at all sample locations, the conventional geostatistical wisdom is that cokriging provides exactly the same solution as univariate kriging on the primary process alone. However, recent eamples have been given where nonzero secondary cokriging weights have accurred under this spatial dependence structure. This note identifies the conditions under which secondary information is useful under the assumption of intrinsic coregionalization. An illustration is given using a dataset of plutonium and americium concentrations collected from a region of the Nevada Test Site.
Keywords:multivariate spatial dependence models  partial covariance  restricted linear models
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