Have you found them in the arrival records or is the 1901-1902 time frame an educated guess?
Were they already married when they arrived in the U.S.?
If not, you should try and find their church marriage register which should list their places of baptism and parents.
Have you found them in all the U.S. Censususes as well as any naturalization papers they would have completed?
How about their Social Security card applications?
Where did they settle. Lots of documents here in the u.S. that would help you pinpoint where in Lithuania they came from.