References

• 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,848 cited
• 2007Probabilistic Forecasts, Calibration and Sharpness1,793 cited
• 1998Evaluating Density Forecasts with Applications to Financial Risk Management1,452 cited
• 2014Probabilistic Forecasting924 cited
• 2001Testing Density Forecasts, With Applications to Risk Management859 cited
• 2010Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules510 cited
• 2009On the distributional transform, Sklar's theorem, and the empirical copula process259 cited
• 2010Combining Probability Forecasts227 cited
• 2013Combining predictive distributions216 cited
• 2005Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation*208 cited
• 1999Coherent dispersion criteria for optimal experimental design162 cited
• 2002Chi-squared tests of interval and density forecasts, and the Bank of England’s fan charts157 cited
• 2010Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness146 cited
• 2005A Review of Backtesting and Backtesting Procedures126 cited
• 2004Evaluating the Bank of England Density Forecasts of Inflation