counter parts
of \(\boldsymbol{H}(\theta)\) and \(\boldsymbol{C}(\theta)\). The
correction of the covariance-matrix in the test statistic for the
uncertainty in the margins is skipped. The implemented tests assumes that
where is no uncertainty in the margins. The correction can be found in Huang
and Prokhorov (2011). It involves two-dimensional integrals.<br> WARNING: For
the t-copula the test may be unstable. The results for the t-copula
therefore have to be treated carefully.<br><br><code>method = "kendal