Jones, M. C.
(2000). A skew t distribution.
In: Charalambides, Ch. A.; Koutras, M. V. and Balakrishnan, N. eds.
Probability and Statistical Models with Applications.
London: Chapman & Hall/CRC, pp. 269–278.
I first consider the formulation and properties of a new skew family of distributions on the real line which includes the (symmetric) Student t distributions as special cases. The family can be obtained through a simple generalization of a representations of the t distribution in Cacoullos (1965). I go on to explore briefly two ways in which bivariate distributions with skew t margins can be developed.
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