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Large multiscenario multimodel ensembles (MMEs) of regional climate model (RCM) experiments driven by global climate models (GCMs) are made available worldwide and aim at providing robust estimates of climate changes and associated uncertainties. Due to many missing combinations of emission scenarios and climate models leading to sparse scenario–GCM–RCM matrices, these large ensembles, however, are very unbalanced, which makes uncertainty analyses impossible with standard approaches. In this paper, the uncertainty assessment is carried out by applying an advanced statistical approach, called QUALYPSO, to a very large ensemble of 87 EURO-CORDEX climate projections, the largest MME based on regional climate models ever produced in Europe. This analysis provides a detailed description of this MME, including (i) balanced estimates of mean changes for near-surface temperature and precipitation in Europe, (ii) the total uncertainty of projections and its partition as a function of time, and (iii) the list of the most important contributors to the model uncertainty. For changes in total precipitation and mean temperature in winter (DJF) and summer (JJA), the uncertainty due to RCMs can be as large as the uncertainty due to GCMs at the end of the century (2071–2099). Both uncertainty sources are mainly due to a small number of individual models clearly identified. Due to the highly unbalanced character of the MME, mean estimated changes can drastically differ from standard average estimates based on the raw ensemble of opportunity. For the RCP4.5 emission scenario in central–eastern Europe for instance, the difference between balanced and direct estimates is up to 0.8 ∘ C for summer temperature changes and up to 20 % for summer precipitation changes at the end of the century. [ABSTRACT FROM AUTHOR]