I think it depends on what u mean by train..my bearded dragon runs over to me when i put my hand in the tank, that may be considered as 'training'...but im not all that sure that any lizard comes by their names,lizards are smart and all but i believe that they see the owner and they connect their owner to something like eating or going outside.I may be wrong, lizards are smart animals and i wouldn't put it past them to learn their names but i just havent seen the proof, like if they had the owner called the lizards name on a speaker and the lizard came to the speaker, and even then they might just be curious to see what is making that noise.
hope this helps