Hidden Truncation Hyperbolic Distributions, Finite Mixtures Thereof, and Their Application for Clustering

Abstract

A hidden truncation hyperbolic (HTH) distribution is introduced and finite mixtures thereof are applied for clustering. A stochastic representation of the HTH distribution is given and a density is derived. A hierarchical representation is described, which aids in parameter estimation. Finite mixtures of HTH distributions are presented and their identifiability is proved. The convexity of the HTH distribution is discussed, which is important in clustering applications, and some theoretical results in this direction are presented. The relationship between the HTH distribution and other skewed distributions in the literature is discussed. Illustrations are provided --- both of the HTH distribution and application of finite mixtures thereof for clustering.

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Cited by in corpus (4)

• Mixtures of Generalized Hyperbolic Distributions and Mixtures of Skew-t Distributions for Model-Based Clustering with Incomplete Data
• Signal Recovery Using a Spiked Mixture Model
• Comment on "Hidden truncation hyperbolic distributions, finite mixtures thereof and their application for clustering" Murray, Browne, and \McNicholas
• Skewed Distributions or Transformations? Modelling Skewness for a Cluster Analysis