A new class of multivariate skew distributions with applications to bayesian regression models

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On the Unification of Families of Skew‐normal Distributions (2006, background): “…d (y − ; +D D) m( + D( +D D)−1(y − ); ( −1 +D −1D )−1) m( ; ) (15) which is an extension of a distribution considered by Arellano-Valle & Genton (2005); when =0, =0 and = Im, this density reduces to their (1.9); that density is in turn an extension of the family introduced by Sahu et al. (2003).”
Flexible Class of Skew‐Symmetric Distributions (2004, background): “…& Dey, 2001; Azzalini & Capitanio, 2003; Jones & Faddy, 2003; Sahu et al., 2003), skew-Cauchy (Arnold & Beaver, 2000) and other skewelliptical ones (Azzalini & Capitanio, 1999; Branco & Dey, 2001; Sahu et al., 2003) can be represented by the SS distribution (1) with appropriate choices of f and p.”
Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution (2003, background): “Sahu, Dey & Branco (2001) have studied yet another form of skew elliptical distribution, where the skewing factor is a -dimensional distribution function, rather than a scalar one like those of the previously mentioned cases.”
Affine Independent Variational Inference (2012, neutral): “See [9] and [25] for similar constructions.”
Robust Likelihood Methods Based on the Skew‐t and Related Distributions (2008, neutral): “Other forms of skew-t distribution have been considered by Jones & Faddy (2003), Sahu et al. (2003) and Ma & Genton (2004).”