In recent years, models for (possibly multivariate) skewed distributions have become more and more popular. In the univariate case, Ferreira and Steel (2006) [Ferreira, J.T.A.S., Steel, M.F.J., 2006. A constructive representation of univariate skewed distributions. J. Amer. Statist. Assoc. 101,...

Very general concepts of scatter, extending the traditional notion of covariance matrices, have become classical tools in robust multivariate analysis. In many problems of practical importance (principal components, canonical correlation, testing for sphericity), only homogeneous functions of...