I have a DummyResource class and a DummyTarget file, and a test class TestDummyResource as below, but the mocked object DummyResource dr = mock(DummyResource.class) only works when I call the constructor inside a normal class, when it's called in an anonymous class, it's calling the actual constructor instead of using the mocked object.
Versions:
powermock 1.4.12 mockito 1.9.0 junit 4.8.2
DummyTarget.java:
import java.io.IOException;
import java.io.OutputStream;
import javax.ws.rs.WebApplicationException;
import javax.ws.rs.core.StreamingOutput;
public class DummyTarget {
    public StreamingOutput testMocking() {
        return new StreamingOutput() {
            @Override
            public void write(OutputStream arg0) throws IOException, WebApplicationException {
                new DummyResource();
            }
        };
    }
}
DummyResource.java:
package com.smin.dummy;
public class DummyResource {
    public DummyResource() {
        System.out.println("mock failure");
    }
}
TestDummyResource.java:
package com.smin.dummy;
import static org.mockito.Mockito.mock;
import java.io.IOException;
import javax.ws.rs.WebApplicationException;
import javax.ws.rs.core.StreamingOutput;
import org.junit.Before;
import org.junit.Test;
import org.junit.runner.RunWith;
import org.powermock.api.mockito.PowerMockito;
import org.powermock.core.classloader.annotations.PrepareForTest;
import org.powermock.modules.junit4.PowerMockRunner;
@RunWith(PowerMockRunner.class)
@PrepareForTest({DummyResource.class,DummyTarget.class})
public class TestDummyResource  {
    @Before
    public void setUp() throws Exception {
        DummyResource dr = mock(DummyResource.class);
        PowerMockito.whenNew(DummyResource.class).withNoArguments().thenReturn(dr);
    }
    @Test
    public void testMocked() throws WebApplicationException, IOException {
        new DummyResource(); // it uses the mocked object dr here, 
                             //doesn't print "mock failure"
        StreamingOutput sop = new DummyTarget().testMocking();
        sop.write(null);     // it calls DummyResource's constructor,
                             // prints ""mock failure"" here
    }
}