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

Abstract

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.

7 pages