Anonymous function means "function without a name".
This is one of the relatively few cases where the Wikipedia definition of a word, while not entirely wrong, is misleading. Lambdas and anonymous functions are distinct ideas.
These ideas are commonly confused because in many programming languages (and lambda calculus) all lambdas are anonymous or vise verse.
In JavaScript, not all lambdas are anonymous, and not all anonymous functions are lambdas, so the distinction has some practical meaning.