Recursive m–test for detection of change

Sen (1984) recursive and noncursive procedures based on M–statistics to test for a possible change in the regression relationships occuring at an unknown time point. Here two modifications of Sen's recursive procedure for the location model are considered. These procedures are based on recursive M–estimators and a recursive one–step version M–estimators. They are shown to be asymptotically equivalent to Sen's one, however easily computable.