UNIVERSAL COKRIGING UNDER INTRINSIC COREGIONALIZATION

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 examples have been given where nonzero secondary cokriging weights have occurred 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.