Below is a link to a family tree on RootsWeb's WorldConnect that you can access. It seems to be the same family tree that Michael found on Ancestry.com. The father's name Christen Rasmussen is given as Christenson Rasmus Skjerve as an alternate name, so that fits.
The most complete information here is for the son Peter C. Shervey. A colorful biography says the parents and four sons came to the USA about 1879 from Trondheim, Norway. They settled in Watson, Chippewa County, Minnesota. According to the biography, Peter married Louise Olson (b ca 1871) in 1891. They first farmed in Minnesota and then moved to Dumarce township, South Dakota in 1901.
The family tree says Andrew Shervey married Ragnhild; Minnesota records give her name as Ragnhild Olson.
A photograph of her on the subscription website Ancestry.com gives her name as Ragnhild Jensdotter "Nellie" Olson (no source). Also shown is a photo of the four Shervey sons, including Niels. Most public libraries have a subscription to Ancestry.com, so if you do not, you can access the photos and family information there.
I see why you are asking about Nels - as he is the hardest to track and is not documented on these trees (other than his date of birth). I wonder if his birth/baptismal record gives him another calling name. Another possibility is that he died.
Websites to search in addition to Ancestry.com: Family Search Find a Grave Minnesota Historical Society > Family History > Census Minnesota Historical Society > Births Minnesota Historical Society > Deaths Minnesota Marriage Index at www.mncounty.com Chronicling America, Library of Congress, Minnesota newspapers Chippewa County, Minnesota genealogy society
You'll find records to verify the information on the family trees and additional information as well.
Do you want to find out more about the family's ancestry in Norway? If so you might want to start a new thread and perhaps reference this thread as background information.