DOC: Validate space before colon in the parameters section of the docstrings
In the docstrings, parameters are documented like this:
```
Parameters
----------
name : str
    The name of the person.
```

It is common that the space before the colon is not present, and in that case `validate_docstrings.py` reports:
- `Parameter "name: str" has no type`

Which is confusing, and new contributors may have problems understanding what the problem is. We should validate this specific problem, and report an appropriate error message like `A space is required before the colon separating the parameter name and type`.

This needs to be tested (in `scripts/tests/test_validate_docstrings.py`).