Andrew and Gunhild Andersen

I have hit a wall looking for Andrew Andersen b. Sept 1844 or 47, and his wife Gunhild b. 1849. According to US census records they arrived in the US about 1886. They have a daughter, Gertrude born in Brooklyn in Sept of 1886. 2 children born in Norway - Mathilda b. 1871 and Axel b. 1877. Not sure what direction to look in for more info on them. I can't locate any immigration records for them to narrow down where in Norway to look for them. Thanks for any advice!