Copulaesque Versions of the Skew-Normal and Skew-Student Distributions

A recent paper presents an extension of the skew-normal distribution which is a copula. Under this model, standardized marginal distributions are standard normal. The copula itself depends on familiar skewing construction based normal function. This concerned with two topics. First, number extensions Notably these include case in Student’s t, different degrees freedom allowed for each margin. In function need not be but can depend certain special functions. Secondly, several multivariate versions model presented. contains illustrative examples.