BUG: failed to setup dev environment (pip)
- [x] I have checked that this issue has not already been reported.

- [ ] I have confirmed this bug exists on the latest version of pandas.

- [x] (optional) I have confirmed this bug exists on the master branch of pandas.

---

**Note**: Please read [this guide](https://matthewrocklin.com/blog/work/2018/02/28/minimal-bug-reports) detailing how to provide the necessary information for us to reproduce your bug.

#### Code Sample, a copy-pastable example

```
$ python -m pip install -r requirements-dev.txt 
```

#### Problem description

I followed the guide on the setting up the dev environment.
https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#creating-a-python-environment-pip

The failure occurred when installing dependencies.

```
(venv) ~/code/pandas (master) $ git log -1
commit aed64e85eb17edb0e55013868b1aa4e44e977a36 (HEAD -> master, upstream/master)
Author: Hans <hanspagh@gmail.com>
Date:   Sat Sep 19 04:14:25 2020 +0200

    BUG: fix isin with nans and large arrays (#36266)
(venv) ~/code/pandas (master) $ python --version
Python 3.8.0
(venv) ~/code/pandas (master) $ python -m pip install -r requirements-dev.txt 
Collecting git+https://github.com/pandas-dev/pydata-sphinx-theme.git@master (from -r requirements-dev.txt (line 77))
  Cloning https://github.com/pandas-dev/pydata-sphinx-theme.git (to master) to /tmp/pip-k88ybarj-build
Collecting git+https://github.com/numpy/numpydoc (from -r requirements-dev.txt (line 78))
  Cloning https://github.com/numpy/numpydoc to /tmp/pip-p42nydu6-build
Collecting numpy>=1.16.5 (from -r requirements-dev.txt (line 4))
  Using cached https://files.pythonhosted.org/packages/41/6e/919522a6e1d067ddb5959c5716a659a05719e2f27487695d2a539b51d66e/numpy-1.19.2-cp38-cp38-manylinux1_x86_64.whl
Collecting python-dateutil>=2.7.3 (from -r requirements-dev.txt (line 5))
  Using cached https://files.pythonhosted.org/packages/d4/70/d60450c3dd48ef87586924207ae8907090de0b306af2bce5d134d78615cb/python_dateutil-2.8.1-py2.py3-none-any.whl
Collecting pytz (from -r requirements-dev.txt (line 6))
  Using cached https://files.pythonhosted.org/packages/4f/a4/879454d49688e2fad93e59d7d4efda580b783c745fd2ec2a3adf87b0808d/pytz-2020.1-py2.py3-none-any.whl
Collecting asv (from -r requirements-dev.txt (line 7))
  Using cached https://files.pythonhosted.org/packages/46/c7/a5144ca1409a4a1a8212ebdbe4a78df7ebb3758ff44dfe97c881fc08927e/asv-0.4.2.tar.gz
Collecting cython>=0.29.21 (from -r requirements-dev.txt (line 8))
  Using cached https://files.pythonhosted.org/packages/9f/05/959e78f2aeade1c9e85a7adc4c376f454ecaeb4cb6b079ca7a85684b69c1/Cython-0.29.21-cp38-cp38-manylinux1_x86_64.whl
Collecting black==19.10b0 (from -r requirements-dev.txt (line 9))
  Using cached https://files.pythonhosted.org/packages/fd/bb/ad34bbc93d1bea3de086d7c59e528d4a503ac8fe318bd1fa48605584c3d2/black-19.10b0-py36-none-any.whl
Collecting cpplint (from -r requirements-dev.txt (line 10))
  Using cached https://files.pythonhosted.org/packages/6a/85/994ea99d07a0ea862c34d0e09707db7af50cc6650f95b524c8e2b266f488/cpplint-1.5.4-py3-none-any.whl
Collecting flake8<3.8.0 (from -r requirements-dev.txt (line 11))
  Using cached https://files.pythonhosted.org/packages/f8/1f/7ea40d1e4146ea55dbab41cda1376db092a75794914169aabd7e8d7a7def/flake8-3.7.9-py2.py3-none-any.whl
Collecting flake8-comprehensions>=3.1.0 (from -r requirements-dev.txt (line 12))
  Using cached https://files.pythonhosted.org/packages/79/71/70e635c3178bd42898be5171cf5dae95d1e24add061cb121327164c77643/flake8_comprehensions-3.2.3-py3-none-any.whl
Collecting flake8-rst<=0.7.0,>=0.6.0 (from -r requirements-dev.txt (line 13))
  Using cached https://files.pythonhosted.org/packages/81/50/96c9207354feae7ff27dcbd5e27585bac55a1a7b539f6b15e1fced1904a8/flake8_rst-0.7.0-py3-none-any.whl
Collecting isort>=5.2.1 (from -r requirements-dev.txt (line 14))
  Using cached https://files.pythonhosted.org/packages/d1/25/7ed95ccb07d3ce52598f5a57d002da6a18074ea8749991b10936cc20e539/isort-5.5.2-py3-none-any.whl
Collecting mypy==0.782 (from -r requirements-dev.txt (line 15))
  Using cached https://files.pythonhosted.org/packages/c9/f8/6c3aceb57e58afce0ddef1eb6596505de635f3e785bfdbd5374c7bad9940/mypy-0.782-cp38-cp38-manylinux1_x86_64.whl
Collecting pycodestyle (from -r requirements-dev.txt (line 16))
  Using cached https://files.pythonhosted.org/packages/10/5b/88879fb861ab79aef45c7e199cae3ef7af487b5603dcb363517a50602dd7/pycodestyle-2.6.0-py2.py3-none-any.whl
Collecting gitpython (from -r requirements-dev.txt (line 17))
  Using cached https://files.pythonhosted.org/packages/09/bc/ae32e07e89cc25b9e5c793d19a1e5454d30a8e37d95040991160f942519e/GitPython-3.1.8-py3-none-any.whl
Collecting gitdb (from -r requirements-dev.txt (line 18))
  Using cached https://files.pythonhosted.org/packages/48/11/d1800bca0a3bae820b84b7d813ad1eff15a48a64caea9c823fc8c1b119e8/gitdb-4.0.5-py3-none-any.whl
Collecting sphinx (from -r requirements-dev.txt (line 19))
  Using cached https://files.pythonhosted.org/packages/63/b8/34ba32a94cb2b223b941e43b3bcab11281763b95daa8587879eec1eb9a62/Sphinx-3.2.1-py3-none-any.whl
Collecting nbconvert>=5.4.1 (from -r requirements-dev.txt (line 20))
  Using cached https://files.pythonhosted.org/packages/88/0a/d50141a0db95cffaf65238bf612e1f2bc929b36cbdf0d27eba352558267b/nbconvert-6.0.3-py3-none-any.whl
Collecting nbsphinx (from -r requirements-dev.txt (line 21))
  Using cached https://files.pythonhosted.org/packages/4e/2d/d26ca09ca7659e5bf6fa3334a5417ea3ed871b277ad6efeb6a38b8ac30a1/nbsphinx-0.7.1-py3-none-any.whl
Collecting pandoc (from -r requirements-dev.txt (line 22))
  Using cached https://files.pythonhosted.org/packages/49/b1/d2d4b30ee81ea5cb7aee5ba3591752a637fdc49d0a42fa9683874b60b9fb/pandoc-1.0.2.tar.gz
Collecting dask (from -r requirements-dev.txt (line 23))
  Using cached https://files.pythonhosted.org/packages/c4/f6/74ee12f734f5ab40d3f59f48aff91ce502e33e6d2223e62bbb5fdf921431/dask-2.27.0-py3-none-any.whl
Collecting toolz>=0.7.3 (from -r requirements-dev.txt (line 24))
  Using cached https://files.pythonhosted.org/packages/22/8e/037b9ba5c6a5739ef0dcde60578c64d49f45f64c5e5e886531bfbc39157f/toolz-0.10.0.tar.gz
Collecting partd>=0.3.10 (from -r requirements-dev.txt (line 25))
  Using cached https://files.pythonhosted.org/packages/44/e1/68dbe731c9c067655bff1eca5b7d40c20ca4b23fd5ec9f3d17e201a6f36b/partd-1.1.0-py3-none-any.whl
Collecting cloudpickle>=0.2.1 (from -r requirements-dev.txt (line 26))
  Using cached https://files.pythonhosted.org/packages/e7/e3/898487e5dbeb612054cf2e0c188463acb358167fef749c53c8bb8918cea1/cloudpickle-1.6.0-py3-none-any.whl
Collecting markdown (from -r requirements-dev.txt (line 27))
  Using cached https://files.pythonhosted.org/packages/a4/63/eaec2bd025ab48c754b55e8819af0f6a69e2b1e187611dd40cbbe101ee7f/Markdown-3.2.2-py3-none-any.whl
Collecting feedparser (from -r requirements-dev.txt (line 28))
  Using cached https://files.pythonhosted.org/packages/2c/84/df6de99cba01afc82344c9cb3a79df100a00ac33396120f8aa66c72f0d84/feedparser-6.0.1-py2.py3-none-any.whl
Collecting pyyaml (from -r requirements-dev.txt (line 29))
  Using cached https://files.pythonhosted.org/packages/64/c2/b80047c7ac2478f9501676c988a5411ed5572f35d1beff9cae07d321512c/PyYAML-5.3.1.tar.gz
Collecting requests (from -r requirements-dev.txt (line 30))
  Using cached https://files.pythonhosted.org/packages/45/1e/0c169c6a5381e241ba7404532c16a21d86ab872c9bed8bdcd4c423954103/requests-2.24.0-py2.py3-none-any.whl
Collecting boto3 (from -r requirements-dev.txt (line 31))
  Using cached https://files.pythonhosted.org/packages/50/9e/00286cb4d6ea4971870f180af23fad4ab2824ef1f3777eab1d34d3af1009/boto3-1.15.1.tar.gz
Collecting botocore>=1.11 (from -r requirements-dev.txt (line 32))
  Using cached https://files.pythonhosted.org/packages/1f/57/53c57e50f74ea760101acb1efe359b4b812943640cb36e5e7589bb542def/botocore-1.18.1-py2.py3-none-any.whl
Collecting hypothesis>=3.82 (from -r requirements-dev.txt (line 33))
  Using cached https://files.pythonhosted.org/packages/8e/4e/bbcc1e2e2b6bf65783c5926bc718ccdc2ac98c703d5e00fade2abeee05b2/hypothesis-5.35.3-py3-none-any.whl
Collecting moto (from -r requirements-dev.txt (line 34))
  Using cached https://files.pythonhosted.org/packages/b0/59/91539ddae8e6b09c90b34a48e1abaed49fd0023fc0c2015a5ab8a7664d04/moto-1.3.16-py2.py3-none-any.whl
Collecting flask (from -r requirements-dev.txt (line 35))
  Using cached https://files.pythonhosted.org/packages/f2/28/2a03252dfb9ebf377f40fba6a7841b47083260bf8bd8e737b0c6952df83f/Flask-1.1.2-py2.py3-none-any.whl
Collecting pytest>=5.0.1 (from -r requirements-dev.txt (line 36))
  Using cached https://files.pythonhosted.org/packages/45/2c/7e29215cb19745ad67b6476b73fd1299872563f28329ea01d9d887713aaf/pytest-6.0.2-py3-none-any.whl
Collecting pytest-cov (from -r requirements-dev.txt (line 37))
  Using cached https://files.pythonhosted.org/packages/e5/18/401594af67eda194a8b9167208621761927c937db7d60292608342bbac0a/pytest_cov-2.10.1-py2.py3-none-any.whl
Collecting pytest-xdist>=1.21 (from -r requirements-dev.txt (line 38))
  Using cached https://files.pythonhosted.org/packages/02/25/85675fd82b6272ed4d87941b826cec68352dd4cdfbe49b5644946dd3da61/pytest_xdist-2.1.0-py3-none-any.whl
Collecting pytest-asyncio (from -r requirements-dev.txt (line 39))
  Using cached https://files.pythonhosted.org/packages/0b/82/b62efae871e8a543295c8c280b04a2da2ef3f6dd9bb830f6a1acc7145ad2/pytest_asyncio-0.14.0-py3-none-any.whl
Collecting seaborn (from -r requirements-dev.txt (line 40))
  Using cached https://files.pythonhosted.org/packages/bc/45/5118a05b0d61173e6eb12bc5804f0fbb6f196adb0a20e0b16efc2b8e98be/seaborn-0.11.0-py3-none-any.whl
Collecting statsmodels (from -r requirements-dev.txt (line 41))
  Using cached https://files.pythonhosted.org/packages/d6/97/d77cc2db06ab28f207269c2b6d3958c54cb131026f4aa92a49d76af31335/statsmodels-0.12.0-cp38-cp38-manylinux1_x86_64.whl
Collecting ipywidgets (from -r requirements-dev.txt (line 42))
  Using cached https://files.pythonhosted.org/packages/56/a0/dbcf5881bb2f51e8db678211907f16ea0a182b232c591a6d6f276985ca95/ipywidgets-7.5.1-py2.py3-none-any.whl
Collecting nbformat (from -r requirements-dev.txt (line 43))
  Using cached https://files.pythonhosted.org/packages/4d/d1/b568bd35f95321f152f594b3647cd080e96d3347843ff2fa34dce871b8bf/nbformat-5.0.7-py3-none-any.whl
Collecting notebook>=5.7.5 (from -r requirements-dev.txt (line 44))
  Using cached https://files.pythonhosted.org/packages/cc/00/0db4005f8410c0c6c598d6beecd650846e00955a3bf800ea09872a9009f1/notebook-6.1.4-py3-none-any.whl
Requirement already satisfied: pip in ./venv/lib/python3.8/site-packages (from -r requirements-dev.txt (line 45))
Collecting blosc (from -r requirements-dev.txt (line 46))
  Using cached https://files.pythonhosted.org/packages/1c/89/004eeb307ba3f56fca9727f47fbde09f8ae3936a1cb0dd6b7708f846d3fd/blosc-1.9.2.tar.gz
    Complete output from command python setup.py egg_info:
    Traceback (most recent call last):
      File "<string>", line 1, in <module>
      File "/tmp/pip-build-jg1zwlgb/blosc/setup.py", line 18, in <module>
        from skbuild import setup
    ModuleNotFoundError: No module named 'skbuild'
    
    ----------------------------------------
Command "python setup.py egg_info" failed with error code 1 in /tmp/pip-build-jg1zwlgb/blosc/
```

#### Expected Output

Successful installation.

#### Output of ``pd.show_versions()``

N/A