Renaming an empty MultiIndex fails

[chazmo03]

s = pd.Series([0], index=pd.MultiIndex.from_tuples([('a', 1)]))

# This works:
s.rename(lambda x: x)

# This fails:
s.iloc[0:0].rename(lambda x: x)

Renaming an empty index should not throw an error. It should just return the original empty index. It appears to be failing because _transform_index calls MultiIndex.from_tuples, which doesn't accept an empty list of tuples.

I would imagine that this could instead call from_arrays, which from_tuples calls anyway, or it could check for the special case of an empty index.

[jreback]

this is a special case duplicate of #4160; renaming of a MI is not tested much at all and the implementation needs fixing. PR's are welcome (#13766 is a start of one).