Many people have questioned how it's possible for the next generation of great literary masters to get published, what with people like me rejecting everything that comes in the mail. The answer (or one possible answer) is that generally literary fiction operates in a slightly different way than genre fiction does. Genre fiction, if well-written, can generally be sold to a major publishing house by a first-time novelist without any background. Not so with literary fiction.
Almost all of modern day literary fiction authors get started with short stories, and I don't mean the one or two you managed to get published in an online zine that paid you $5. These are generally people who get published in huge magazines like Atlantic Monthly or The Michigan Quarterly Review or even The New Yorker. And they don't just do it once. They've got a good 6 or 7 stories published before they sit down to write the novel.
Said novel is very appealing to us because those are some serious writing credits. The novel is good, so it's published, and to some critical acclaim, or makes some money, or quite possibly both (but not necessarily). At this point, the agent turns to the novelist and says, "What else do you have?"
"Well, I've got these short stories that I can now republish because the rights have expired with the magazines."
"Uh, there's only like 6 of them. Throw in a bunch of unpublished ones and something you've written recently and we'll put it out as a collection."
If you ask any agent, they will generally say they don't take short story collections. What they mean is, "We don't take short story collections from people who haven't had at least half of those stories published in major literary avenues," which rules out almost every applicant. Most short story collections by novelists are the bunch they got published, a few that they didn't, and maybe one or two that were thrown together to fill out the book. The publisher might even pull some strings and get one of the new stories published in The New Yorker at the same time the short story collection comes out to push the book. The collection feeds on the fame of the novel, and the literary novelist gets some more writing credits and some time to write the second novel. Or they might stay in short stories if they can't think up a new novel but have a few short ideas floating around their head, and keep publishing anthologies until they have enough to make up a "greatest hits" collection.
Can you see how the success of one thing kinda feeds off the other? People pick up books by names they recognize. It might help to have an "author of the acclaimed New Yorker piece..." sticker on the cover. Next time you're in a book store, pick up a short story collection and see how many pieces were previously published and where they were published.
You don't have to write short stories to get into literary fiction, but it helps.