Kernel density estimators of home range: Smoothing and the autocorrelation red herring

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Two oft-cited drawbacks of kernel density estimators (KDEs) of home range are their sensitivity to the choice of smoothing parameter(s) and their need for independent data. Several simulation studies have been conducted to compare the performance of objective, data-based methods of choosing optimal smoothing parameters in the context of home range and utilization distribution (UD) estimation. Lost in this discussion of choice of smoothing parameters is the general role of smoothing in data analysis, namely, that smoothing serves to increase precision at the cost of increased bias. A primary goal of this paper is to illustrate this bias-variance trade-off by applying KDEs to sampled locations from simulated movement paths. These simulations will also be used to explore the role of autocorrelation in estimating UDs. Autocorrelation can be reduced (1) by increasing study duration (for a fixed sample size) or (2) by decreasing the sampling rate. While the first option will often be reasonable, for a fixed study duration higher sampling rates should always result in improved estimates of space use. Further, KDEs with typical data-based methods of choosing smoothing parameters should provide competitive estimates of space use for fixed study periods unless autocorrelation substantially alters the optimal level of smoothing.

Original languageEnglish (US)
Pages (from-to)1059-1066
Number of pages8
Issue number4
StatePublished - Apr 1 2007


  • Autocorrelation
  • Home range
  • Kernel density estimators
  • Smoothing parameter
  • Systematic random sampling
  • Utilization distribution


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