MAINT: Manual Backport PR #35825 on branch 1.1.x
Manual backport of below

Ref: https://github.com/pandas-dev/pandas/pull/35828#issuecomment-677917854

This is because we dropped 3.6 support on master (https://github.com/pandas-dev/pandas/pull/35214)

cc @simonjayhawkins 
