In order to reduce message flows of traditional anonymous authentication schemes, a new kind of delegation-based scheme is proposed for wireless roaming networks. By making use of a proxy signature, the new scheme requires only a user and a visited server to participate in the authentication process, without the real-time participation of user's home server. Therefore, the new scheme needs less message flows than traditional schemes. In an instantiation of the new scheme, elliptic-curve cryptography (ECC) is used to keep efficiency, and the mobile station needs only 3.25 elliptic curve scalar multiplication (ECSM) operations, which are 5.5ECSM and 3Pairing less than the scheme based on group signature. The comparison shows that, though the unlinkability of our scheme is weaker, the computation load is much lower. So our scheme is efficient and practical.