DOC: add cross references to advanced.rst
IMO the [MultiIndex / Advanced Indexing](http://pandas-docs.github.io/pandas-docs-travis/advanced.html)  section of the docs are a bit thin on cross references, so it's too difficult to make deeper looks into the API, when you are in doubt.

I've added cross references. They're added relatively sparingly, typically only the first time a concept/class type is mentioned in the document.