I'm implementing a new testing procedure proposed by Chen, Ying, Zhang and Zhao (Biometrika, 2008) that employs a reference distribution obtained by a resampling method. For the moment I'm using logspline to estimate the reference density and then computing the p-value using plogspline. I would be interested in hearing about other suggestions from anyone who has looked at similar situations. url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820