DOC: add cross references to advanced.rst
IMO the [MultiIndex / Advanced Indexing](http://pandas-docs.github.io/pandas-docs-travis/advanced.html)  section of the docs are a bit thin on cross references, so it's too difficult to make deeper looks into the API, when you are in doubt.

I've added cross references. They're added relatively sparingly, typically only the first time a concept/class type is mentioned in the document.
merge on green  Green @topper-123 : Slow down, not quite 🙂 .  AppVeyor isn't quite done yet AFAICT. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/22671?src=pr&el=h1) Report
> Merging [#22671](https://codecov.io/gh/pandas-dev/pandas/pull/22671?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/73dd6ece3b66008eb8077098c101d0e300b1e714?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/22671/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/22671?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #22671   +/-   ##
=======================================
  Coverage   92.17%   92.17%           
=======================================
  Files         169      169           
  Lines       50708    50708           
=======================================
  Hits        46740    46740           
  Misses       3968     3968
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.58% <ø> (ø)` | :arrow_up: |
| #single | `42.35% <ø> (ø)` | :arrow_up: |


------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/22671?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/22671?src=pr&el=footer). Last update [73dd6ec...56f73b2](https://codecov.io/gh/pandas-dev/pandas/pull/22671?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Ah! I was on mobile and saw the green check for ‘approved’, which is identical to the one for when tests pass...

Anyway, tests are green now 😉 @topper-123 : Indeed, they are.  Thanks!