Quantile aggregation of density forecasts

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The Evolution of Forecast Density Combinations in Economics (2018, methodology): “Quantile aggregation has also received some attention, with a macroeconomic application illustrating its utility provided by Busetti (2017); quantile aggregation involves taking a (perhaps weighted) linear combination of the i = 1, ..., N quantile functions rather than their inverse as in the linear”
Forecast combinations: An over 50-year review (2022, background): “Busetti (2017) reconfirmed the argument and demonstrated that quantile averaging performs better than both linear pooling and logarithmic pooling when combining individual forecast distributions with large biases.”