  Tests for break points detection in the law of random vectors have been
proposed in several papers. Nevertheless, they have often little powers for
alternatives involving a change in the dependence between components of
vectors. Specific tests for detection of a change in the copula of random
vectors have been proposed in recent papers, but they do not allow to conclude
of a change in the dependence structure without condition that the margins are
constant. The goal of this article is to propose a test for detection of a
break in the copula when a change in marginal distribution occurs at a known
instant. The performances of this test are illustrated by Monte Carlo
simulations.
