Abstract
We address the discontinuities of the quantum Fisher information (QFI) that may arise when the parameter of interest takes values that change the rank of the quantum statistical model. We revisit the classical and the quantum Cram\'er-Rao theorems, show that they do not hold in these limiting cases, and discuss how this impacts on the relationship between the QFI and the Bures metric. In order to illustrate the metrological implications of our findings, we present two paradigmatic examples, where we discuss in detail the role of the discontinuities and show that the Cram\'er-Rao may be easily violated.