Yorkie's are often one-person dogs and pick out one person to call theirs but the whining and clinginess indicates he's insecure and anxious. A good program of life enrichment with great, regular exercise, puzzle toys and games and a good obedience training program that all of you participate in will get him working at learning and get him busy being active. Let your children train him and exercise him and spend time cuddling him. Getting your dog's anxiety level down with a life enrichment program getting him very busy and involved in several activities will help his whining and clinging to you so much, though many dogs still prefer one person over others.
But remember that dogs, just like humans, habituate to sleeping in their own bed and usually want to sleep in that bed at night(which is usually their owner's bed!). I don't blame that little one for wanting to sleep in his bed and whining to get to it and you!
__________________  Jeanie and Tibbe One must do the best one can. You may get some marks for a very imperfect answer: you will certainly get none for leaving the question alone. C. S. Lewis |