the equivalence of cokriging and kriging in the case where data are obtained on the same set of spatial locations is well known. The reference to look up is Hans Wackernagel's book on Multivariate Geostatistics; I think he called this "autokrigeability", and that these data are "isotopic". Another useful reference may be James Carr's short note in Mathematical Geology 35(2), 217-225; It seems that Carr did a very similar study to yours.
Best regards, -- Edzer
