Bifurcations and tipping points (TPs) are an important part of the Earth system’s behavior. These critical points represent thresholds at which small changes in the system’s parameters or in the forcing abruptly switch it from one state or type of behavior to another. Current concern with TPs is largely due to the potential of slow anthropogenic forcing to bring about abrupt, and possibly irreversible, change to the physical climate system and impacted ecosystems. Paleoclimate proxy records have been shown to contain abrupt transitions, or “jumps,” which may represent former instances of such dramatic climate change events. These transitions can provide valuable information for identifying critical TPs in current and future climate evolution. Here, we present a robust methodology for detecting abrupt transitions in proxy records that is applied to ice core and speleothem records of the last climate cycle. This methodology is based on the nonparametric Kolmogorov–Smirnov (KS) test for the equality, or not, of the probability distributions associated with two samples drawn from a time series, before and after any potential jump. To improve the detection of abrupt transitions in proxy records, the KS test is augmented by several other criteria and it is compared with recurrence analysis. The augmented KS test results show substantial skill when compared with more subjective criteria for jump detection. This test can also usefully complement recurrence analysis and improve upon certain aspects of its results