Departure from independence and stationarity in a handball match

被引：19

作者：

Dumangane, Montezuma ^{[1
,2
]}

Rosati, Nicoletta ^{[1
,2
]}

Volossovitch, Anna ^{[3
]}

机构：

[1] Univ Tecn Lisboa, Dept Math, ISEG, Lisbon, Portugal

[2] CEMAPRE, Lisbon, Portugal

[3] Univ Tecn Lisboa, Fac Motricidade Humana, Lisbon, Portugal

来源：

JOURNAL OF APPLIED STATISTICS | 2009年 / 36卷 / 07期

关键词：

binary choice; dynamic panel data; time-varying parameters; unobserved heterogeneity; dependence; non-stationarity; VARYING-COEFFICIENT MODEL; PSYCHOLOGICAL MOMENTUM; TIME; BASKETBALL; PERFORMANCE;

D O I：

10.1080/02664760802499329

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper analyses direct and indirect forms of dependence in the probability of scoring in a handball match, taking into account the mutual influence of both playing teams. Non-identical distribution (i.d.) and non-stationarity, which are commonly observed in sport games, are studied through the specification of time-varying parameters. The model accounts for the binary character of the dependent variable, and for unobserved heterogeneity. The parameter dynamics is specified by a first-order auto-regressive process. Data from the Handball World Championships 2001-2005 show that the dynamics of handball violate both independence and i.d., in some cases having a non-stationary behaviour.

引用

页码：723 / 741

页数：19

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