API: Drop the name parameter from Categorical
Deprecated in 0.17.0

xref #10632

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15654?src=pr&el=h1) Report
> Merging [#15654](https://codecov.io/gh/pandas-dev/pandas/pull/15654?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/026e748e4ff558de80c92c04986a78754b430902?src=pr&el=desc) will **decrease** coverage by `0.02%`.
> The diff coverage is `100%`.


```diff
@@            Coverage Diff             @@
##           master   #15654      +/-   ##
==========================================
- Coverage   91.03%   91.01%   -0.03%     
==========================================
  Files         143      143              
  Lines       49390    49384       -6     
==========================================
- Hits        44964    44947      -17     
- Misses       4426     4437      +11
```


| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/15654?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/packers.py](https://codecov.io/gh/pandas-dev/pandas/compare/026e748e4ff558de80c92c04986a78754b430902...7e1e7d8bfd783ee20c48937829445efbd49205cb?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhY2tlcnMucHk=) | `87.57% <ø> (ø)` | :white_check_mark: |
| [pandas/core/categorical.py](https://codecov.io/gh/pandas-dev/pandas/compare/026e748e4ff558de80c92c04986a78754b430902...7e1e7d8bfd783ee20c48937829445efbd49205cb?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvY2F0ZWdvcmljYWwucHk=) | `96.89% <100%> (-0.03%)` | :x: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/compare/026e748e4ff558de80c92c04986a78754b430902...7e1e7d8bfd783ee20c48937829445efbd49205cb?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :x: |
| [pandas/tools/merge.py](https://codecov.io/gh/pandas-dev/pandas/compare/026e748e4ff558de80c92c04986a78754b430902...7e1e7d8bfd783ee20c48937829445efbd49205cb?src=pr&el=tree#diff-cGFuZGFzL3Rvb2xzL21lcmdlLnB5) | `93.61% <0%> (-0.34%)` | :x: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/compare/026e748e4ff558de80c92c04986a78754b430902...7e1e7d8bfd783ee20c48937829445efbd49205cb?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.87% <0%> (-0.1%)` | :x: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15654?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/15654?src=pr&el=footer). Last update [026e748...7e1e7d8](https://codecov.io/gh/pandas-dev/pandas/compare/026e748e4ff558de80c92c04986a78754b430902...7e1e7d8bfd783ee20c48937829445efbd49205cb?src=pr&el=footer&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments). thanks!