MAINT: Remove self.assert_* from testing
Title is self-explanatory.

We should be using `tm.assert_*` instead (they are static methods after all) and shouldn't really be invoked by the test instance.

Partially addresses #15990.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16076?src=pr&el=h1) Report
> Merging [#16076](https://codecov.io/gh/pandas-dev/pandas/pull/16076?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/420baad42f6f87eec91cd768841a8a26a779798f?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/16076/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/16076?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #16076   +/-   ##
=======================================
  Coverage   90.84%   90.84%           
=======================================
  Files         159      159           
  Lines       50791    50791           
=======================================
  Hits        46143    46143           
  Misses       4648     4648
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `88.62% <ø> (ø)` | :arrow_up: |
| #single | `40.36% <ø> (ø)` | :arrow_up: |


------

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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/16076?src=pr&el=footer). Last update [420baad...d23626f](https://codecov.io/gh/pandas-dev/pandas/pull/16076?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks!

you might want to actually add (and friends)

```
def assert_numpy_equal(....):
     raise NotImplementedError
```

to ``TestCase`` (temporarily) until we remove TestCase. I'm getting to it actually.  But there's more to do before I do 😁