You're correct that foreign tables do not allow explicit index creation (though cstore_fdw does use skip indexes internally), but ANALYZE can ask them for statistics: http://www.postgresql.org/docs/current/static/sql-analyze.ht...

cstore_fdw supports ANALYZE so these statistics can indeed be used by the planner; however, the autovacuum daemon doesn't do this automatically for foreign tables, so it's up to the user to decide how often to run ANALYZE on them.