Jane Austen wrote anonymously (as opposed to pseudonymously): The title page of Sense and Sensibility said "By a Lady", and the title pages of subsequent books said "By the author of Snese and Senibility" &c. &c.

Jane Austen didn't write under her own name because she felt ambivalent about making her name publicly known outside her own family as an authoress, and she didn't write under a masculine or quasi-gender-ambiguous pseudonym, because she was making no outward claim of invading the male palladium of "serious" literature, and in fact superficially her books conformed to the conventions of novels aimed at the "circulating library" market, the majority of which were written by women...