Query: higher moments of two variables?

[Bob O'Hara]

A colleague has just asked me about higher moments of two variables,  
i.e. terms like E(X-muX)^a(Y-muY)^b for a,b>1 (a=b=1 is obviously the  
covariance).  I can see that they should exist, but know nothing more.  
  I assume they have been studied, so does anyone have any references  
about them they could pass on?

Thanks!

Bob

--
Bob O'Hara

Biodiversity and Climate Research Centre
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Germany

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