Comment on "Hidden truncation hyperbolic distributions, finite mixtures thereof and their application for clustering" Murray, Browne, and

04/26/2019

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by   Geoffrey J. McLachlan, et al.

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We comment on the paper of Murray, Browne, and McNicholas (2017), who proposed mixtures of skew distributions, which they termed hidden truncation hyperbolic (HTH). They recently made a clarification (Murray, Browne, McNicholas, 2019) concerning their claim that the so-called CFUST distribution is a special case of the HTH distribution. There are also some other matters in the original version of the paper that were in need of clarification as discussed here.