COREGIONALIZATION BY LINEAR COMBINATION OF NONORTHOGONAL COMPONENTS

Abstract

This paper applies the relationship between the matrix multivariate covariance and the covariance of a linear combination of a single attribute to analyze modeling with nested structures. This analysis for modeling of covariances is introduced to the multivariate case for nonorthogonal vector spatial components. Results validate the classic linear model of coregionalization for a more general case of nonorthogonality, that produces additional terms including cross-covariance in the nested structures. Linear combinations of nested structures have been applied in the frequency domain to a more general case where the coefficients are nonconstant but valid transfer functions. This allows for a tool for the production of cross-covariance and covariance models that are convolutions of valid models. An example for modeling of the hole effect is illustrated.