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In this paper, we give sufficient conditions to establish central limittheorems for boundary estimates of Poisson point processes. The consideredestimates are obtained by smoothing some bias corrected extreme values of thepoint process. We show how the smoothing leads Gaussian asymptoticdistributions and therefore pointwise confidence intervals. Some newunidimensional and multidimensional examples are provided.

Central limit theorems for smoothed extreme value estimates of Poisson point processes boundaries