comment_status_links filter allows you to modify the status links used to filter the comments list table. The default comment statuses are All, Pending, Approved, Spam, and Trash.
It is evaluated in
WP_Comments_List_Table::get_views() in the wp-admin/includes/class-wp-comments-list-table.php file.
comment_status_links accepts a single argument:
$status_links An array of fully-formed status links.
The following shows how you might hide one of the default comment status links, such as say, the Pending view.
View the code example on Gist.