text: Title: [DOC] Add Raises to docstrings for methods that can raise exceptions
  Body: ### Describe the issue linked to the documentation
  
  We mostly do not document the errors raised and the reasons for them. It would be good to do so. This should be done incrementally and is a good first issue.
  
  1. Pick and estimator and try break it/see what exceptions are present
  2. Look at the docstrings (may be base class for some items i.e. input datatype) and see if its documented
  3. If not add under "Raises"
  
  This should only be errors and exceptions we intentionally raise, known edge cases or which provide generally useful information to the user, i.e. for invalid parameter values. We do not need to document every item which can possibly raise an exception.
  
  Raises
  -------
  
  we may need to discuss where it should be documented and the effect this has on the documentation @MatthewMiddlehurst. I'll look for a good example 
  
  
  ### Suggest a potential alternative/fix
  
  _No response_