I think one has to be cautious when talking about anchoring your pinky. My pinky and ring finger touch the pick guard or guitar body, but I wouldn't consider them anchored. Anchoring to me is applying some significant pressure that keeps your hand in a specific position. I doubt many good guitarists actually anchor because the pressure would cause tension and hinder speed and accuracy. I bet Yngwie plays with very little tension to create the picking speed ... I bet his technique is more of a hybrid between floating and "anchoring". He may look anchored, but I bet it is more of a light touch. I think this touch is essential for a point of reference ... Too many great guitarists to list that actually pick with extended pinky and ring fingers.