I've heard somewhere that it's the reflection off the oceans. There is no reflection off the clear sky for any visible color.
Some photons are yellow, others blue, red, ultraviolet, or even x-ray.
Most of the photons coming from the sun are yellow, with some reds and blues mixed in. When the sun is high in the sky, most of the photons make it directly from the sun to your eye through the atmosphere with no problem. Photons transmitting the sky-blue color, however, are a different story. Oxygen molecules absorb these photons, destroying them and absorbing their energy. This process of very quick absorption and re-emission is known as scattering.