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So, imagine a domain and its NS records:

$ dig +short NS superuser.com
ns-cloud-d1.googledomains.com.
ns-cloud-d2.googledomains.com.
ns-1699.awsdns-20.co.uk.
ns-245.awsdns-30.com.

These 4 are name servers for superuser.com, this information (which nameservers domain uses) is obviously located on them, but there is this chicken egg problem. If you don't know any of these NS, where do you ask for their IP address? Authoritative DNS for whole "com" zone? If yes, where does that get it from and who has the authority to change that?

I also noticed that nameservers are part of WHOIS record, but are DNS server using that information in any way?

   Domain Name: SUPERUSER.COM
   Registrar: NAME.COM, INC.
   Sponsoring Registrar IANA ID: 625
   Whois Server: whois.name.com
   Referral URL: http://www.name.com
   Name Server: NS-1699.AWSDNS-20.CO.UK
   Name Server: NS-245.AWSDNS-30.COM
   Name Server: NS-CLOUD-D1.GOOGLEDOMAINS.COM
   Name Server: NS-CLOUD-D2.GOOGLEDOMAINS.COM
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Where is authoritative NS record for a domain stored and how can you change it?

Well, authoritative nameservers are set by the registrar at the TLD, and then NS records must be present in those nameservers. Yes, it's the same info that you get doing a WHOIS query (although this doesn't mean that your browser asks a WHOIS query every time you want to resolve a domain name.

The way you (customer) can change it is to ask your domain name registrar to do so. Registrars often provide a nice web interface where you can make all the changes you want without opening a ticket with support or sending a fax like you once had to.

I recommend searching for this topic on the Internet, there are some nice easy-to-understand explanations.

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