The Skew-Normal and Related Families

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Maximum likelihood estimation of skew-t copulas with its applications to stock returns (2018, background): “For the details of the distribution and other related distributions, see [20].”
Continuously Indexed Domain Adaptation (2020, background): “For example, one can use skew-normal distributions (Azzalini, 2013) to match the third moment (skewness).”
Multivariate goodness-of-fit tests based on Wasserstein distance (2020, methodology): “Figure 6 provides a plot of rejection frequencies under bivariate skew-t alternatives (Azzalini, 2014) with marginal skewness parameters α1 and α2. Simulations were based on the R package sn (Azzalini, 2020). In principle, the empirical process approach in Khmaladze (2016) leads to test statistics t”
Tests based on characterizations, and their efficiencies: a survey (2017, background): “967 for shift and skew (see [11]) alternatives.”
Shapiro–Wilk test for skew normal distributions based on data transformations (2019, methodology): “A comprehensive review of the properties and statistical inference aspects for the SN family is provided in [26].”