Multivariate extended skew-t distributions and related families

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Likelihood-based Inference For Mixed-effects Models With Censored Response Using The Multivariate-t Distribution (2013, background): “The proof of (ii) follows from Proposition 4 given in Arellano-Valle and Genton (2010) by setting λ = τ = 0.”
Skewed distributions in finance and actuarial science: a review (2015, methodology): “For the extended case with nonzero values of τ , the resulting symmetric multivariate distribution is described in Arellano-Valle and Genton (2010) and Adcock (2010).”
A Heckman Selection-t Model (2012, methodology): “Our motivation for considering the Student’s t distribution is also prompted by the existence of a link between the continuous part of the selection model and an extended skew-t distribution, studied extensively in the recent literature (Arellano-Valle and Genton 2010a).”
Structural Equation Models and Mixture Models With Continuous Nonnormal Skewed Distributions (2016, unknown): “In fact it is shown in Arellano-Valle and Genton (2010) that this conditional distribution is no longer a skew t distribution but is the so-called extended skew t distribution.”