joining and empty with other object I want to join the camera with the empty using ctrl+j but this command is not working with the empty object. 

reason to join is to change the local axis of the camera. I wanted to attach the file but I did not find attachment option here.

if it is not possible then any one can tell me that how to change the local axis of rotation without rotation the object in blender Thanks in advance
You can't "join" a camera with an empty, join (ctrlJ) is to make 1 object from several, what you probably want to do is parent: Select the child, then the parent, then ctrlP