Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers
José Tomé Ferreira, Mark Steel
Journal of Econometrics, vol. 137, 2007, p. 641-673.

A Constructive Representation of Univariate Skewed Distributions
José Tomé Ferreira, Mark Steel
Journal of the American Statistical Association, vol. 101, 2006, p. 823-829.