Multivariate intrinsic random functions for cokriging

Authors

Chunfeng Huang, Indiana University
Yonggang Yao, Ohio State University
Noel Cressie, University of WollongongFollow
Tailen Hsing, Seoul National University

RIS ID

72433

Publication Details

Huang, C., Yao, Y., Cressie, N. & Hsing, T. (2009). Multivariate intrinsic random functions for cokriging. Mathematical Geosciences, 41 (8), 887-904.

Abstract

In multivariate geostatistics, suppose that we relax the usual second-orderstationarity assumptions and assume that the component processes are intrinsic random functions of general orders. In this article, we introduce a generalized crosscovariance function to describe the spatial cross-dependencies in multivariate intrinsic random functions. A nonparametric method is then proposed for its estimation. Based on this class of generalized cross-covariance functions, we give cokriging equations for multivariate intrinsic random functions in the presence of measurement error. A simulation is presented that demonstrates the accuracy of the proposed nonparametric estimation method. Finally, an application is given to a dataset of plutonium and americium concentrations collected from a region of the Nevada Test Site used for atomic-bomb testing. International Association for Mathematical Geosciences 2009.