They are probably not anonymous just written by the same person and they labeled it "anonymous".
Or not.
-Nam
On a serious note, modern and reliable methods of language analysis allow us to see various authors of the bible. There are many good sites that speak of the Yahwist, The Priestly source, the Elohist and the Redactor in the Pentateuch.
We can see that Moses never wrote the Pentateuch as he reports his own death and refers to himself often in the third person.
In the New Testament, The Acts were probably written by the same person who wrote Luke, although Luke also copied from Mark in the Gospel of Luke.
Each of the Gospel writers had his own agenda and pursued it, hence the contradictions. It must be borne in mind that there was no broadband interwebs because Jesus had not invented them yet, and, as such writers were writing both in isolation and from various manuscripts scattered about a land filled with thieves and bandits and without a reliable bus service.
On top of that, manuscripts were like gold and few had access to them. To give you an idea, one 15th century Lord in the UK was described as "most educated" as he had 40 books in his library - not a sign that he could read, but that he had 40 books.
Those who came to record events at the time in Palestine were few and far between - Josephus was the most famous. Unfortunately, Josephus did not say everything that the Christian Church wanted him to, so, lying bastards that they are, the Church added things to his writings to coincide with the Bible.
And herein are all difficulties in establishing Christ as a real figure - there is not the slightest reliable evidence for a man who raised people from the dead and, as he died, earthquakes, darkness and resurrected saints were all seen... or not.
In the Pauline books, probably only 6 or 7 of them were written by one person who was either Paul or, more likely, his scribe - the rest are of unknown authorship.
You might like to search for and download, "WHO WROTE THE BIBLE?" BY Washington Gladden - written about 100 years ago; a free, but a good, read.