Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/286852 
Year of Publication: 
2021
Citation: 
[Journal:] AStA Advances in Statistical Analysis [ISSN:] 1863-818X [Volume:] 107 [Issue:] 1-2 [Publisher:] Springer [Place:] Berlin, Heidelberg [Year:] 2021 [Pages:] 313-326
Publisher: 
Springer, Berlin, Heidelberg
Abstract: 
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.
Subjects: 
Free throws
Hot hand
Irregularly sampled data
Ornstein-Uhlenbeck process
Sports analytics
State-space model
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article
Document Version: 
Published Version

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