  Three-way data can be conveniently modelled by using matrix variate
distributions. Although there has been a lot of work for the matrix variate
normal distribution, there is little work in the area of matrix skew
distributions. Three matrix variate distributions that incorporate skewness, as
well as other flexible properties such as concentration, are discussed.
Equivalences to multivariate analogues are presented, and moment generating
functions are derived. Maximum likelihood parameter estimation is discussed,
and simulated data is used for illustration.
