報(bào) 告 人：張久軍 教授

報(bào)告題目：Distribution-free joint change-point detection of location and scale – a comprehensive reviewand some new results

報(bào)告時(shí)間：2025年4月19日（周六）下午2點(diǎn)

報(bào)告地點(diǎn)：靜遠(yuǎn)樓1506學(xué)術(shù)報(bào)告廳

主辦單位：數(shù)學(xué)與統(tǒng)計(jì)學(xué)院、數(shù)學(xué)研究院、科學(xué)技術(shù)研究院

報(bào)告人簡(jiǎn)介：

       張久軍，遼寧大學(xué)數(shù)學(xué)與統(tǒng)計(jì)學(xué)院教授，博士研究生導(dǎo)師，統(tǒng)計(jì)與數(shù)據(jù)科學(xué)系主任。遼寧大學(xué)“雙帶頭人”教師黨支部書(shū)記，美國(guó)明尼蘇達(dá)大學(xué)訪問(wèn)者，遼寧省“百千萬(wàn)人才工程”百人層次人選，遼寧省普通本科教學(xué)名師，遼寧大學(xué)本科優(yōu)秀主講教師。兼任中國(guó)現(xiàn)場(chǎng)統(tǒng)計(jì)研究會(huì)多元統(tǒng)計(jì)分析分會(huì)理事，中國(guó)現(xiàn)場(chǎng)統(tǒng)計(jì)學(xué)會(huì)生存分析分會(huì)理事，遼寧省數(shù)學(xué)會(huì)理事。近年來(lái)，主持、參與國(guó)家自然科學(xué)基金，遼寧省自然科學(xué)基金十余項(xiàng)，發(fā)表論文50余篇。

報(bào)告摘要：

        Traditional process monitoring schemes often assume knowledge of process distributions. However, in the real world, where distribution information is rarely available, this necessitates the use of distribution-free schemes. Lepage and Cucconi statistics are commonly employed to construct nonparametric control schemes for jointly monitoring location and scale parameters. The change-point design (CPD) approach is frequently utilized for constructing monitoring schemes, as it does not require as many in-control (IC) reference sample observations compared to traditional Phase-II schemes. This paper investigates two new joint location-scale CPD schemes by integrating other Lepage-type statistics into the exponentially weighted moving average (EWMA) scheme. The study also compares these new schemes with existing Lepage and Cucconi-type CPD schemes. Simulation results are promising and support the application of these schemes in industrial contexts. Finally, real-world data is used to illustrate the effectiveness of the various schemes.