Nowadays, the design of a secure access authentication protocol in heterogeneous networks achieving seamless roaming across radio access technologies for mobile users (MUs) is a major technical challenge. This paper proposes a Distributed Anonymous Authentication (DAA) protocol to resolve the problems of heavy signaling overheads and long signaling delay when authentication is executed in a centralized manner. By applying MUs and point of attachments (PoAs) as group members, the adopted group signature algorithms provide identity verification directly without sharing secrets in advance, which significantly reduces signaling overheads. Moreover, MUs sign messages on behalf of the group, so that anonymity and unlinkability against PoAs are provided and thus privacy is preserved. Performance analysis confirm the advantages of DAA over existing solutions.