COKRIGING VERSUS KRIGING IN REGIONALIZED MULTIVARIATE DATA-ANALYSIS

Cokriging and kriging are compared in the case when all variables are available at the same sample locations. The advantage of cokriging over kriging is that it ensures the coherence between an estimation of a sum and the separate estimation of each of its terms. To spare modeling effort it is interesting to know in which situation the kriging of a variable is equivalent to its cokriging with respect to a set of auxiliary variables (autokrigeability). In regionalized multivariate data analysis (MDA) it is important to know whether a whole set of variables is autokrigeable (intrinsically correlated). Intrinsic correlation implies that underlying factors can be computed from a classical MDA instead of a coregionalization analysis and that they can be kriged instead of being cokriged. Three criteria for identifying intrinsic correlation are discussed.