In one of the blogs I read, saw a link to a 2008 interview with Lydia Davis in the Believer. The interviewer seems to be completely flabbergasted by the kinds of stories Davis writes and most of the questions seem to dance around the notions of genre and style. (The question whether Davis ever thought of her narrators as "autistic" sounds like it comes from a very frustrated reader.)
But I do love that Davis provides a reading list, among which only one or two are familiar to me: "Yes, I suppose I do find the category “story” to be more elastic. But of course part of the problem is that we have only a limited number of familiar categories and into one or another of these we try to fit the work of writers such as Edson, Kafka, Peter Altenberg, Robert Walser, Jim Heynen, Henri Michaux, Léon-Paul Fargue, Peter Cherches, Francis Ponge, Geoff Bouvier, Martha Ronk, Phyllis Koestenbaum, Diane Williams."