How to prevent word splitting without preventing empty string removal?

The ${parameter:+word} parameter expansion form seems to do the job

( xyz=2; set -- ${xyz:+"$xyz"}; echo $# )
1

( xyz=; set -- ${xyz:+"$xyz"}; echo $# )
0

( unset xyz; set -- ${xyz:+"$xyz"}; echo $# )
0

So that should translate to

program ${var:+"$var"}

in your case

In bash and shells with similar array support you can do the following:

# default is an empty array
param=()

# if $var is not empty then add it to array
[[ "$var" ]] && param=("$var")

# use the $@-like magic for arrays
java -cp /etc/etc MyClass param1 param2 "${param[@]}" param4

Demo

demo() {
  [[ "$var" ]] && param=("$var") || param=()

  echo -n 'output: '
  printf '<%s> ' before "${param[@]}" after
  echo
}

demo # output: <before> <after> 

var=''
demo # output: <before> <after> 

var='foo bar'
demo # output: <before> <foo bar> <after> 

Note

See also https://github.com/koalaman/shellcheck/wiki/SC2086#exceptions where the approach from iruvar's answer is also explained again.

Is not clear what you are trying to do, but isn't a simple if enough? For example:

[[ ! -z "$var" ]] && call_program_with_arg "$var" 

Or

if [[ ! -z "$var" ]];then call_program "$var";fi

If $var is empty then nothing hapens. If is not empty then call the program you want.

After Question Update:

parameters=( "Param1" "Param2" )
[[ ! -z "$var" ]] && parameters+=( "$var" "Param4") || parameters+=( "Param4" )
java -cp /etc/etc MyClass "${parameters[@]}"

Testing:

$parameters=( "Param1" "Param2" );var="my file.java";[[ ! -z "$var" ]] && parameters+=( "$var" "Param4") || parameters+=( "Param4" );echo java -cp /etc/etc MyClass "${parameters[@]}"                                                                                                              
>java -cp /etc/etc MyClass Param1 Param2 my file.java Param4
$parameters=( "Param1" "Param2" );var="";[[ ! -z "$var" ]] && parameters+=( "$var" "Param4") || parameters+=( "Param4" );echo java -cp /etc/etc MyClass "${parameters[@]}"                                                                                                               
>java -cp /etc/etc MyClass Param1 Param2 Param4