API: allow list-like to DataFrame rename
 - [x] closes #14829
 - [ ] tests added / passed
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry

## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/15029?src=pr) is 84.77% (diff: 100%)
> Merging [#15029](https://codecov.io/gh/pandas-dev/pandas/pull/15029?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will increase coverage by **<.01%**

```diff
@@             master     #15029   diff @@
==========================================
  Files           145        145          
  Lines         51131      51133     +2   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          43345      43348     +3   
+ Misses         7786       7785     -1   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [3662413...5e3848c](https://codecov.io/gh/pandas-dev/pandas/compare/366241386282272328333256b6e267a68f8133a4...5e3848c23bb42b6377239a83c5db3663e5721f5a?src=pr) this is also now an alternative to the ``.index =`` API (which is fine I think). So can you put some references in the doc-string and update the docs (where .set_index is). I added a couple doc references, but I might be missing something - wasn't sure if there is a canonical spot for the `.index/.columns=` api? http://pandas.pydata.org/pandas-docs/stable/indexing.html#set-reset-index

ad-hoc indexing. This would be expanded in any event (and *maybe* moved to http://pandas.pydata.org/pandas-docs/stable/basics.html#renaming-mapping-labels) as these are the same idea. Closing in favor of #15104