I looked into this a little closer and there is not a consistent behavior from median on empty slices.  Right now I have the test commented out and have added a runtime warning for an empty slice.  I'm not sure what the appropriate method for testing behavior would be, as median will put out "Mean of empty slice","invalid value encountered in double_scalars", or, "invalid value encountered in true_divide" depending on which axis you use on np.zeros((0, 3)).