Detecting changes in residuals is important for fault detection and is commonly performed by thresholding the residual using, for example, a CUSUM test. However, detecting variations in the residual distribution, not causing a change of bias or increased variance, is difficult using these methods. A plug-and-play residual change detection approach is proposed based on sequential quantile estimation to detect changes in the residual cumulative density function. An advantage of the proposed algorithm is that it is non-parametric and has low computational cost and memory usage which makes it suitable for on-line implementations where computational power is limited.