Multivariate skewing mechanisms: a unified perspective based on the transformation approach (Q613141)

Transformations of symmetric multivariate distributions to skew ones are considered. Using the skewing mechanism proposed by \textit{J. T. A. S. Ferreira} and \textit{M. F. J. Steel} [J. Am. Stat. Assoc. 101, No. 474, 823--829 (2006; Zbl 1119.62311)] in the univariate case, the authors define alternative skewing mechanisms, which can easily be extended to the multivariate case. The skewing schemes obtained are described, their main properties are investigated and their effects on standard (multi)variate normal distributions are illustrated by examples. Their relevance in the context of optimal symmetry testing is discussed.