Correction to: A copula‑based Markov chain model for serially dependent event times with a dependent terminal event (Japanese Journal of Statistics and Data Science, (2020), 10.1007/s42081-020-00087-8)

Xin Wei Huang; Weijing Wang; Takeshi Emura

doi:10.1007/s42081-020-00099-4

Correction to: A copula‑based Markov chain model for serially dependent event times with a dependent terminal event (Japanese Journal of Statistics and Data Science, (2020), 10.1007/s42081-020-00087-8)

Xin Wei Huang
, Weijing Wang
, Takeshi Emura^*

^*Corresponding author for this work

Institute of Statistics

Research output: Contribution to journal › Comment/debate

Abstract

The original article can be found online.

Original language	English
Pages (from-to)	475
Number of pages	1
Journal	Japanese Journal of Statistics and Data Science
Volume	4
Issue number	1
DOIs	https://doi.org/10.1007/s42081-020-00099-4
State	Published - Jul 2021

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10.1007/s42081-020-00099-4

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@article{0fe3bc5ca7404fb3ab7dc99b380b1df1,

title = "Correction to: A copula‑based Markov chain model for serially dependent event times with a dependent terminal event (Japanese Journal of Statistics and Data Science, (2020), 10.1007/s42081-020-00087-8)",

abstract = "The original article can be found online.",

author = "Huang, \{Xin Wei\} and Weijing Wang and Takeshi Emura",

note = "Publisher Copyright: {\textcopyright} 2021, Japanese Federation of Statistical Science Associations.",

year = "2021",

month = jul,

doi = "10.1007/s42081-020-00099-4",

language = "English",

volume = "4",

pages = "475",

journal = "Japanese Journal of Statistics and Data Science",

issn = "2520-8764",

publisher = "Springer Science and Business Media B.V.",

number = "1",

}

Correction to: A copula‑based Markov chain model for serially dependent event times with a dependent terminal event (Japanese Journal of Statistics and Data Science, (2020), 10.1007/s42081-020-00087-8). / Huang, Xin Wei; Wang, Weijing; Emura, Takeshi.
In: Japanese Journal of Statistics and Data Science, Vol. 4, No. 1, 07.2021, p. 475.

Research output: Contribution to journal › Comment/debate

TY - JOUR

T1 - Correction to

T2 - A copula‑based Markov chain model for serially dependent event times with a dependent terminal event (Japanese Journal of Statistics and Data Science, (2020), 10.1007/s42081-020-00087-8)

AU - Huang, Xin Wei

AU - Wang, Weijing

AU - Emura, Takeshi

PY - 2021/7

Y1 - 2021/7

N2 - The original article can be found online.

AB - The original article can be found online.

UR - https://www.scopus.com/pages/publications/105003019797

U2 - 10.1007/s42081-020-00099-4

DO - 10.1007/s42081-020-00099-4

M3 - Comment/debate

AN - SCOPUS:105003019797

SN - 2520-8764

VL - 4

SP - 475

JO - Japanese Journal of Statistics and Data Science

JF - Japanese Journal of Statistics and Data Science

IS - 1

ER -

Correction to: A copula‑based Markov chain model for serially dependent event times with a dependent terminal event (Japanese Journal of Statistics and Data Science, (2020), 10.1007/s42081-020-00087-8)

Abstract

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