How Anatta leads to the freedom from extreme views of eternalist (self/tathagata/etc exists unchangingly) and nihilism (self/tathagata/etc stops existing after death):http://awakeningtoreality.blogspot.com/ ... -self.html
...Here, the Buddha clarifies:http://www.accesstoinsight.org/tipitaka ... .than.html
..."What do you think: Do you regard the Tathagata as form-feeling-perception-fabrications-consciousness?"
"Do you regard the Tathagata as that which is without form, without feeling, without perception, without fabrications, without consciousness?"
"And so, Anuradha — when you can't pin down the Tathagata as a truth or reality even in the present life — is it proper for you to declare, 'Friends, the Tathagata — the supreme man, the superlative man, attainer of the superlative attainment — being described, is described otherwise than with these four positions: The Tathagata exists after death, does not exist after death, both does & does not exist after death, neither exists nor does not exist after death'?"
And all the great Buddhist masters from the past have said the same things with regards to what Buddha said above:
As Chandrakirti states:
"A chariot is not asserted to be other than its parts,
Nor non-other. It also does not possess them.
It is not in the parts, nor are the parts in it.
It is not the mere collection [of its parts], nor is it their shape.
[The self and the aggregates are] similar."
And Padmasambhava states:
"The mind that observes is also devoid of an ego or self-entity.
It is neither seen as something different from the aggregates
Nor as identical with these five aggregates.
If the first were true, there would exist some other substance.
This is not the case, so were the second true,
That would contradict a permanent self, since the aggregates are impermanent.
Therefore, based on the five aggregates,
The self is a mere imputation based on the power of the ego-clinging.
As to that which imputes, the past thought has vanished and is nonexistent.
The future thought has not occurred, and the present thought does not withstand scrutiny."
And Nagarjuna states:
“The Tathagata is not the aggregates; nor is he other
than the aggregates.
The aggregates are not in him nor is he in them.
The Tathagata does not possess the aggregates.
What Tathagata is there?”
Notice that the Buddha said that you cannot find the self of the Tathagatha inside nor apart from the five skandhas (aggregations): there is no Tathagata to be pinned down as a form-based or a formless Truth or Reality. This means that the so called 'self' actually cannot be found, located or pinned down as a reality just as the word 'weather' cannot be found or located as something inherently (independently, unchangingly) existing (apart or within the conglomerate of everchanging phenomena such as clouds, lightning, wind, rain, etc) - the label 'self' is merely a convention for mind, which is a process of self-luminous (having the quality of luminous clarity, knowing, cognizance) but empty phenomenality, in which no truly existing 'self' can be found within nor apart from them.
And if we cannot pin down an entity called 'self' to begin with, how can we say assert the non-existence of a self: which means that an existent 'self' annihilates or goes into non-existence? To assert non-existence, you must have a base, an existent entity to begin with, that could become non-existent. If the convention 'self' is baseless to begin with, then existence, non-existence, both and neither become untenable positions.