Title: 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.