Add indexName to DataFrame.to_json(orient='split')
#### Code Sample, a copy-pastable example if possible

```python
import pandas as pd

df = pd.DataFrame([[1,2,3],[4,5,6]], columns=['a','b','c'])
df.index = df.a
df_copy = pd.io.read.read_json(df.to_json(orient='split'), orient='split')
assert df_copy.index.name == df.index.name
```
#### Problem description

I use `.to_json(orient='split')` as a compact way to serialize and store dataframes, however, I loose index name on dump/load cycle. I would suggest adding "indexName" to json, which should be fairly backwards compatible.

#### Expected Output

```python
>>>  df.to_json(orient='split')
'{"columns":["a","b","c"],"index":[1,4],"indexName":"a","data":[[1,2,3],[4,5,6]]}'
``` 
Behavior should probably stay as it is when index name is `None`.

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

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 2.7.13.final.0
python-bits: 64
OS: Linux
OS-release: 4.10.0-28-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.20.3
pytest: 2.6.4
pip: 9.0.1
setuptools: 36.2.5
Cython: None
numpy: 1.13.1
scipy: 0.16.0
xarray: None
IPython: 5.4.1
sphinx: None
patsy: 0.4.1
dateutil: 2.6.1
pytz: 2017.2
blosc: None
bottleneck: None
tables: None
numexpr: 2.6.2
feather: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: 2.6 (dt dec pq3 ext lo64)
jinja2: 2.7.3
s3fs: None
pandas_gbq: None
pandas_datareader: None
</details>
