Myers [2] has shown that the matrix system (6) can be extended in a very simple manner to the multivariate (cokriging) case, by replacing variograms wherever they appear by variogram matrices in the system (6), and the 1's by identity matrices of the proper size.
Modelling the variogram matrices becomes much more complicated, however, since one must also also model the off-diagonal (``cross-variogram'') terms.