(Direct link to video) As with many butterflies, reptiles, and other birds, the blue color is not based on a pigment, but rather it's a "structural" color, which means that microscopic textures interact with the light to reflect back blue wavelengths. The bird also uses structural blues on the legs, and greens on the breast feathers. The yellows and reds are pigment-based colors.
Wikipedia on Structural Color,
Thanks, F. Emmanuel Laverde Bohórquez