To be precise, that is because both rubber belts and winter clothes do not make it so that you generate more heat, they merely make it so you are not losing the heat you DO generate. I read that drinking a 14 oz glass of ice water burns about 4 calories (this was about 10 years ago so please don't ask for a source). Because your body temperature is pretty constant 98.6, drinking something cold gets dissipated into your system and your body burns calories to get you back to 98.6. So technically, you would probably be better off being too cold than too hot as far as weight loss goes. That is why you shiver too by the way, it is your body's attempt to keep warm by burning more calories.
Please nobody take this as a reason to go around all winter without your coats on (your mothers would KILL me