This is something that has been discussed many times on numerous occasions on just about every Micro Forum that every was. The yellowing of white parts is due to a reaction of the plastic with light. Unfortunately there is no known cure to correct this problem as it still happens with many white plastics today that are not related to Microtoys.
The alternative is to repaint your toy using a white paint. I have not repainted any of my white toys. I'm sorry there is no real alternative. There have been some experiments with denture teeth whitening products. Some people have reported some minor success, others have reported additional damage or melting plastic to the toy. Proceed at your own risk with whatever you try... if you try something.