[DOC] set klass correctly for series and dataframe set_axis
- [x] closes #30881 
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Thanks @MarcoGorelli for the PR. will look soon. sorry @MarcoGorelli struggling to get doc build locally and now AFK for the best part of the day. @simonjayhawkins no hurry :) @MarcoGorelli should probably also change `See Also` to have %(klass)s substitution and use substitution for `An object of same type as caller` otherwise lgtm. @simonjayhawkins sure, done - thanks for your review! Thanks @WillAyd for the review.

Sure, here's the output of
`python make.py clean`
`python make.py --single pandas.DataFrame.set_axis`
`python make.py --single pandas.Series.set_axis`


![image](https://user-images.githubusercontent.com/33491632/72601530-81026f80-390d-11ea-9970-af5c62306bd7.png)
![image](https://user-images.githubusercontent.com/33491632/72603370-cb392000-3910-11ea-8f5a-c14f3bcd246a.png)
 Thanks @MarcoGorelli 