arXiv:2605.08471v3 Announce Type: replace Abstract: We establish the asymptotic distribution of likelihood ratio tests when nuisance parameters are unidentifiable under the null hypothesis, parameters of interest lie on the boundary, and the information matrix of the identifiable parameters may be singular. Mixture models, change point models and genetic linkage analysis exhibit all three features simultaneously. Under the null hypothesis the limit is the supremum of a chi-bar-squared process, whose marginal distributions are mixtures of chi-squared distributions with weights depending on the nuisance parameter; under local alternatives it is the supremum of a noncentral chi-bar-squared process. Unlike prior work on singular information, where singularity stems from the parameter of interest and changes the limit's form, here it occurs only at isolated values of the nuisance parameter, and under additional conditions the limit keeps its nonsingular form. Classical boundary results and application-specific results for mixtures, change points and linkage analysis are recovered and extended.