Continuous-time state-space modelling of the hot hand in basketball
Mews S, Ötting M (2021)
AStA Advances in Statistical Analysis 107(1-2): 313–326.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Abstract / Bemerkung
We investigate the hot hand phenomenon using data on 110,513 free throws taken in the National Basketball Association. As free throws occur at unevenly spaced time points within a game, we consider a state-space model formulated in continuous time to investigate serial dependence in players' success probabilities. In particular, the underlying state process can be interpreted as a player's (latent) varying form and is modelled using the Ornstein-Uhlenbeck process. Our results support the existence of the hot hand, but the magnitude of the estimated effect is rather small as the underlying success probabilities are elevated by only a few percentage points.
Stichworte
Free throws;
Hot hand;
Irregularly sampled data;
Ornstein-Uhlenbeck;
process;
Sports analytics;
State-space model
Erscheinungsjahr
2021
Zeitschriftentitel
AStA Advances in Statistical Analysis
Band
107
Ausgabe
1-2
Seite(n)
313–326
Urheberrecht / Lizenzen
ISSN
1863-8171
eISSN
1863-818X
Finanzierungs-Informationen
Open-Access-Publikationskosten wurden durch die Universität Bielefeld im Rahmen des DEAL-Vertrags gefördert.
Page URI
https://pub.uni-bielefeld.de/record/2956272
Zitieren
Mews S, Ötting M. Continuous-time state-space modelling of the hot hand in basketball. AStA Advances in Statistical Analysis. 2021;107(1-2):313–326.
Mews, S., & Ötting, M. (2021). Continuous-time state-space modelling of the hot hand in basketball. AStA Advances in Statistical Analysis, 107(1-2), 313–326. https://doi.org/10.1007/s10182-021-00410-y
Mews, Sina, and Ötting, Marius. 2021. “Continuous-time state-space modelling of the hot hand in basketball”. AStA Advances in Statistical Analysis 107 (1-2): 313–326.
Mews, S., and Ötting, M. (2021). Continuous-time state-space modelling of the hot hand in basketball. AStA Advances in Statistical Analysis 107, 313–326.
Mews, S., & Ötting, M., 2021. Continuous-time state-space modelling of the hot hand in basketball. AStA Advances in Statistical Analysis, 107(1-2), p 313–326.
S. Mews and M. Ötting, “Continuous-time state-space modelling of the hot hand in basketball”, AStA Advances in Statistical Analysis, vol. 107, 2021, pp. 313–326.
Mews, S., Ötting, M.: Continuous-time state-space modelling of the hot hand in basketball. AStA Advances in Statistical Analysis. 107, 313–326 (2021).
Mews, Sina, and Ötting, Marius. “Continuous-time state-space modelling of the hot hand in basketball”. AStA Advances in Statistical Analysis 107.1-2 (2021): 313–326.
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