Add tutorial on how to estimate a Cox Proportional Hazards Model in glum #2886

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Run time

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Job	Run time
Linux - pre-commit checks	21s
Tests (ubuntu-latest, py310)	13m 3s
Tests (ubuntu-latest, py311)	12m 56s
Tests (ubuntu-latest, py312)	11m 21s
Tests (windows-latest, py312)	2m 33s
Tests (macos-latest, py312)	1m 38s
Tests (ubuntu-latest, oldies)	15m 57s
Tests (ubuntu-latest, nightly)	13m 9s
	1h 10m 58s