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Add tutorial on how to estimate a Cox Proportional Hazards Model in glum #2870

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Run time

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Job	Run time
Linux - pre-commit checks	29s
Tests (ubuntu-latest, py310)	13m 51s
Tests (ubuntu-latest, py311)	12m 16s
Tests (ubuntu-latest, py312)	13m 44s
Tests (windows-latest, py312)	2m 53s
Tests (macos-latest, py312)	1m 27s
Tests (ubuntu-latest, oldies)	16m 31s
Tests (ubuntu-latest, nightly)	14m 34s
	1h 15m 45s