You'd film yourself in front of the camera doing dancing or whatnot, then when chromakeying, do the usual with picking out the green or blue. But reverse it, so whatever isn't green/blue is filled in - in this case with the colour black. You now have a black (shadow) image of yourself dancing in front of a green/blue screen.
At this point, you just need to change the green/blue to white. How you do it is up to you, as there are a number of ways. You could even apply the chromakey effect again to the green/blue and change its colour to white.