Covariate shift detection
There are methods like the Kullback-Leibler divergence model, the Wald-Wolfowitz test for detecting non-randomness and covariance shift. 

A simple test for quick analysis of covariance test would be to build a machine learning model, where the model is repeatedly tested with inputting training data and the production data. 

In case, the model can make out the difference between the training and production datasets then it can be a sign of covariance shift.