Résumé
Journal of Statistical Planning and Inference, 135(2), 433-460,
2005 In this paper, we give sufficient conditions to establish central limit
theorems for boundary estimates of Poisson point processes. The considered
estimates are obtained by smoothing some bias corrected extreme values of the
point process. We show how the smoothing leads Gaussian asymptotic
distributions and therefore pointwise confidence intervals. Some new
unidimensional and multidimensional examples are provided.