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Evaluating, comparing and combining density forecasts using the KLIC with an application to the Bank of England and NIEST "fan" charts of inflation
Mitchell, James, (2005)
Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts
Dovern, Jonas, (2018)
Evaluating Density Forecasts : A Comment
Tsyplakov, Alexander, (2011)
Optimal combination of density forecasts
Hall, Stephen G., (2004)
Density forecast combination