Gaussian Markov Random Field Models for Extreme Values

Fitting extreme value distributions with parameters that vary according to Gaussian Markov random fields (GMRFs). For details of distributions see Coles, S.G. (2001) , GMRFs see Rue, H., & Held, L. (2005) , and the fitting approach see Wood, S.N., Pya, N. & Safken, B. (2016) .