But that is a statement, with a question-mark. Of course it is possible to say, with the right intonation. But more natural would be, as the English usually do, turn verb and subject around: "Aren't you cold? (When using BE), right?
Yes surely you can say "You are not cold?" but you do have to stress the "cold" and sound very surprised!
My guess is that sentence would be Ni fryser inte? if it works like english
Probably because English, normally, need to change the wordorder to make it a question. Where for example Romance languages don't, were the intonation is enough.
I really don't understand why, "Aren't you cold?" isn't accepted as a response. That is an incredibly common phrase in the US, and I would imagine it is in other English speaking countries as well.