Probably not. Unless your short stories have already been published in magazines or other literary sources, you may not have much luck getting an entire anthology published.
If they have been published separately, then your name is already out there, and there is no reason not to go for it.
Assuming they are still unpublished, I would try to let each work stand on its own before collecting them together, at least until you have a strong fan-base which would convince your publisher that a collection of your short stories would sell.