Empty headed alien’s means of keeping warm (7)

I believe the answer is:

blanket

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'of keeping warm' is the definition.
I can't tell whether this defines the answer.

'empty headed alien's' is the wordplay.
'empty' becomes 'blank' (similar in meaning).
'headed alien' becomes 'et' (extra terrestrial. I am not sure about the 'headed' bit.).
'blank'+'et'='BLANKET'

'means' is the link.

Can you help me to learn more?

(Other definitions for blanket that I've seen before include "All-encompassing bedding?" , "Covering all cases" , "coating" , "Bed cover; inclusive" , "See 12" .)

I've seen this clue in The Hindu.

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