BUG: fix fancy indexing with empty list
This should fix #6536.

There's a side issue though with loc/ix indexers that somehow discard column names for empty indexers.

hmm...the names of the non-indexed axis should be ok

```
In [34]: df
Out[34]: 
          A  B                   C
0  0.067509  0 2013-01-01 00:00:00
1  0.872840  1 2013-01-01 00:01:00
2  0.379634  2 2013-01-01 00:02:00
3  0.552827  3 2013-01-01 00:03:00
4  0.996150  4 2013-01-01 00:04:00

[5 rows x 3 columns]

In [35]: df.loc[[]]
Out[35]: 
Empty DataFrame
Columns: [A, B, C]
Index: []

[0 rows x 3 columns]

In [36]: df.loc[:,[]]
Out[36]: 
Empty DataFrame
Columns: []
Index: [0, 1, 2, 3, 4]

[5 rows x 0 columns]

```
 I'm talking about names of the axes theirselves:

``` python

In [1]: pd.DataFrame(columns=pd.Series(list('abc'), name='foobar'))
Out[1]: 
Empty DataFrame
Columns: [a, b, c]
Index: []

[0 rows x 3 columns]

In [2]: pd.DataFrame(np.arange(9).reshape(3,3), columns=pd.Series(list('abc'), name='foobar'))
Out[2]: 
foobar  a  b  c
0       0  1  2
1       3  4  5
2       6  7  8

[3 rows x 3 columns]

In [3]: _2.iloc[:,[]]
Out[3]: 
Empty DataFrame
Columns: []
Index: [0, 1, 2]

[3 rows x 0 columns]

In [4]: _2.iloc[:,[]].columns.names
Out[4]: FrozenList([u'foobar'])

In [5]: _2.loc[:,[]].columns.names
Out[5]: FrozenList([None])

```
 ahh..that could be (and I'll be it isn't checked in tests).....you can put it in here if you want or separate PR...(or just create a new issue for reference later)
 Ok, as you might've seen, I think it's better to address separately and created a separate issue #6552.  Is there anything else I have to do here?
 it's good
Travis barfing for some reason
will merge soon
put a note (after this is merged) on the fixing names issues to remove those skips
 thanks!
