Expressions - The Java Language Specification - page 435

A qualified class instance creation expression enables the creation of instances of
inner member classes and their anonymous subclasses.
Both unqualified and qualified class instance creation expressions may optionally end
with a class body. Such a class instance creation expression declares an anonymous class
(§ 15.9.5 ) and creates an instance of it.
It is a compile-time error if a class instance creation expression declares an anonymous
class using the “ <> ” form for the class's type arguments.
We say that a class is instantiated when an instance of the class is created by a class in-
stance creation expression. Class instantiation involves determining what class is to be in-
stantiated, what the enclosing instances (if any) of the newly created instance are, what
constructor should be invoked to create the new instance, and what arguments should be
passed to that constructor.