In testing that a given distribution Pbelongs to a parameterized family $𝒫$, one is often led to compare a nonparametric estimateAn of some functional A of P with an element Aθn corresponding to an estimate θn of θ. In many cases, the asymptotic distribution of goodness-of-fit statistics derived from the process n1/2(An−Aθn) depends on the unknown distribution P. It is shown here that if the sequences An and θn of estimators are regular in some sense, a parametric bootstrap approach yields valid approximations...