A copula model for marked point processes
Abstract
Many chronic diseases feature recurring clinically important events. In addition, however, there
often exists a random variable which is realized upon the occurrence of each event reflecting the
severity of the event, a cost associated with it, or possibly a short term response indicating the
effect of a therapeutic intervention. We describe a novel model for a marked point process which
incorporates a dependence between continuous marks and the event process through the use of a
copula function. The copula formulation ensures that event times can be modeled by any intensity
function for point processes, and any multivariate model can be specified for the continuous
marks. The relative efficiency of joint versus separate analyses of the event times and the marks is
examined through simulation under random censoring. An application to data from a recent trial
in transfusion medicine is given for illustration.
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Cite this version of the work
Liqun Diao, Richard J. Cook, Ker-Ai Lee
(2013).
A copula model for marked point processes. UWSpace.
http://hdl.handle.net/10012/10291
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