Ranjan, Roopesh; Gneiting, Tilmann - In: Journal of the Royal Statistical Society Series B 72 (2010) 1, pp. 71-91
Linear pooling is by far the most popular method for combining probability forecasts. However, any non-trivial weighted average of two or more distinct, calibrated probability forecasts is necessarily uncalibrated and lacks sharpness. In view of this, linear pooling requires recalibration, even...