Continuous-time state-space modelling of the hot hand in basketball
Applications
2023-11-16 v1
Abstract
We investigate the hot hand phenomenon using data on 110,513 free throws taken in the National Basketball Association (NBA). 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.
Cite
@article{arxiv.2011.04384,
title = {Continuous-time state-space modelling of the hot hand in basketball},
author = {Sina Mews and Marius Ötting},
journal= {arXiv preprint arXiv:2011.04384},
year = {2023}
}