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p-values from a resampled reference distribution

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