Looks like we've got a lot of categories to cover here. "Coming-of-Age" is an easy one. Jim starts the story as a ten-year-old and we follow him through puberty to the ripe old age of 22-ish before we jump to him as an adult. In other words, the novel covers those vital, growing-up years, and focuses on such issues as burgeoning sexuality, gender roles, and social politics.
If you want to think of the novel as a story of romance, you're going to have to admit that it's a non-traditional romance at best. There's no actual physical anything between the hero and his love (Ántonia). For most of the novel we're not even sure if Jim's feelings for Ántonia are anything other than platonic (see "Characters" for more).
We classify My Ántonia as "Roman à clef" (novel with a key, or a novel based on real people and events) and "Historical Fiction" because Cather based the people, places, and events of the novel on her own experiences growing up in Nebraska. We also need to keep in mind that the story is historically accurate when it comes to the social atmosphere of the American West around the turn of the century. It's not only a fun literary read, but an insightful slice-of-historical-life.
Lastly, we have "Modernism" to address. Cather's novel isn't a typical "modernist" novel, but it does anticipate the modernist trend that would come shortly after its publication in one important way: the passage of time. My Ántonia is largely episodic. We get isolated anecdotes from Jim's childhood rather than a steady, slow-moving storyline. We jump twenty years in between chapters, leaving the characters in one time and place and joining them in another. This rendering of time anticipates modernist novels which take the non-standard time rendering idea even further, breaking from linearity and moving both forward and backward, or in fact disregarding intelligible plots altogether. Cather, however, wasn't too experimental, and we can follow the storyline of Ántonia with ease.