A tune that was played a lot by a certain musician, for example Chris Droney, would be called Droney's favourite, for the want of another name. Doesn't mean he wrote it, but that he is closely associated with the tune. I imagine the same to be true of a Fancy.

But if you write a tune, you can of course call it what you will, for whatever reason!

"Skipjack's fancy" could refer to the young lady, as well as the tune... :0)

(Fancy) Noreen