Maximum-likelihood estimation in non-standard conditions

The origin of the present paper is the desire to study the asymptotic behaviour of certain tests of significance which can be based on maximum-likelihood estimators. The standard theory of such problems (e.g. Wald(4)) assumes, sometimes tacitly, that the parameter point corresponding to the null hypothesis lies inside an open set in the parameter space. Here we wish to study what happens when the true parameter point, in estimation problems, lies on the boundary of the parameter space.