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Add tutorial on how to estimate a Cox Proportional Hazards Model in glum #2874

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Job	Run time
Linux - pre-commit checks	23s
Tests (ubuntu-latest, py310)	13m 45s
Tests (ubuntu-latest, py311)	12m 52s
Tests (ubuntu-latest, py312)	12m 38s
Tests (windows-latest, py312)	2m 57s
Tests (macos-latest, py312)	1m 25s
Tests (ubuntu-latest, oldies)	16m 34s
Tests (ubuntu-latest, nightly)	14m 19s
	1h 14m 53s