In the era of e-Health, privacy protection has become imperative in applications that carry personal and sensitive data. Departing from the data-perturbation based privacypreserving techniques that reduce the fidelity of the disclosed data, in this paper we investigate anonymous communications, which mask the identity of the data sender while providing high data reliability. Focusing on the physical (PHY) layer, we first explore the break of privacy through a statistical attribute based sender detection (SD) from the receiver. Compared to the existing literature, this enables a much enhanced SD performance, especially when the users are equipped with different numbers of antennas. To counteract the advanced SD approach above, we formulate explicit anonymity constraints for the design of the anonymous precoder, which mask the sender's PHY attributes that can be exploited by SD, while at the same time preserving the reliability of the data. Then, anonymity entropy-oriented precoders are proposed for different antenna configurations at the users, which adaptively construct a maximum number of aliases while obeying users' signal-to-noise-ratio requirements for data accuracy. Simulation results demonstrate that the proposed anonymous precoders provide the highest level of anonymity entropy over the benchmarks, while achieving reasonable symbol error rate for the communication signal.