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Add tutorial on how to estimate a Cox Proportional Hazards Model in glum #2885

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Run time

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Job	Run time
Linux - pre-commit checks	28s
Tests (ubuntu-latest, py310)	12m 40s
Tests (ubuntu-latest, py311)	11m 42s
Tests (ubuntu-latest, py312)	13m 32s
Tests (windows-latest, py312)	2m 31s
Tests (macos-latest, py312)	2m 4s
Tests (ubuntu-latest, oldies)	17m 12s
Tests (ubuntu-latest, nightly)	15m 31s
	1h 15m 40s