If my baby is asian, how can I tell if he has yellow skin?

Time would tell. Not all "yellow"! some asians have a very white skin.
Physical exam. Although non-caucasians have skin pigmentation that darkens their skin, this is not usually evident within the first days of life, making it relatively easy to identify neonatal jaundice. However, even in pigmented individuals, jaundice (yellow skin) can be identified by careful examination of the mucus membranes, which should be pink in all individuals.