Check and organize tests

[OriolAbril]

We should make sure all tests are properly organized. At least we need tests that use the array interface only to be on their own files, where xarray and arviz_base imports are not attempted. The rest should use importorskip for xarray, pandas and arviz_base imports so they will be skipped when testing in the minimal env that has only numpy and scipy installed.

At the time of writing, there is a file with tests specific to the array interface, but there are other tests that are specific to the array interface but are in files that have importorskip in them.