Continuous-time state-space modelling of the hot hand in basketball

Mews S, Ötting M (2021)
AStA Advances in Statistical Analysis.

Zeitschriftenaufsatz | E-Veröff. vor dem Druck | 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
ISSN
1863-8171
eISSN
1863-818X
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.
Mews, S., & Ötting, M. (2021). Continuous-time state-space modelling of the hot hand in basketball. AStA Advances in Statistical Analysis. https://doi.org/10.1007/s10182-021-00410-y
Mews, S., and Ötting, M. (2021). Continuous-time state-space modelling of the hot hand in basketball. AStA Advances in Statistical Analysis.
Mews, S., & Ötting, M., 2021. Continuous-time state-space modelling of the hot hand in basketball. AStA Advances in Statistical Analysis.
S. Mews and M. Ötting, “Continuous-time state-space modelling of the hot hand in basketball”, AStA Advances in Statistical Analysis, 2021.
Mews, S., Ötting, M.: Continuous-time state-space modelling of the hot hand in basketball. AStA Advances in Statistical Analysis. (2021).
Mews, Sina, and Ötting, Marius. “Continuous-time state-space modelling of the hot hand in basketball”. AStA Advances in Statistical Analysis (2021).

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