1 The multivariate skew-normal distribution
A. AZZALINI and
A. DALLA VALLE

Oxford Journals
Life Sciences & Mathematics & Physical Sciences
Biometrika
Volume 83, Issue 4
Pp. 715-726.
http://biomet.oxfordjournals.org/content/83/4/715.short

2 GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
Arjun K. Gupta  & Tuhao Chen
Communications in Statistics - Simulation and Computation
Volume 30, Issue 4, 2001
http://www.tandfonline.com/doi/abs/10.1081/SAC-100107788

3 A multivariateskewnormaldistribution
Arjun K. Gupta, Graciela González-Farı́as,J.Armando Domı́nguez-Molina
Journal of Multivariate Analysis
Volume 89, Issue 1, April 2004, Pages 181–190
http://www.sciencedirect.com/science/article/pii/S0047259X03001313