I don't understand why Travis CI is not reporting this as a failure. Pulling your code I get:
```
In [18]: np.corrcoef(np.array([]).reshape(0, 2))
Out[18]: array([], shape=(0, 0), dtype=float64)

# And maybe as a new test:
In [19]: np.corrcoef(np.array([]).reshape(2, 0))
# lots of RuntimeWarnings
Out[19]: 
array([[ nan,  nan],
       [ nan,  nan]])
```
which seems correct to me. Maybe you could add a test for complex numbers and corrcoef, since it now should be supported?