This paper presents two approaches for qualitative, quantitative and comparative concepts of skewness to be defined with respect to the spatial median for multivariate distributions. They extend the known quantile-based notions defined for real distributions. The main tool for such extensions consists of a family of central parts that provide suitable generalizations of the real interquantile intervals.
"Skewness for multivariate distributions: two approaches." Ann. Statist. 25 (5) 1984 - 1997, October 1997. https://doi.org/10.1214/aos/1069362381