I can't seem to find anything in the lore to verify this. I've tried searching. Does anybody have even an inkling of evidence that they'd had kids?
It seems absurdly, almost astronomically improbable that they would NOT have reproduced. As I said, none of the three were apparently celibate, nothing in any of the lore suggests that gods lose the power to reproduce (in fact most of the gods in the Elder Scrolls universe are quite fertile!), not to mention that birth control probably isn't all that common in Tamriel. I mean perhaps their divinity grants them the ability to..er... "shoot blanks" or something? But it seems logical they'd have wanted some heirs at some point.
I mean come on. All three members of the Tribunal, in various writings, have had their moments of being depicted as vigorously sixually active beings, who delighted in physical intimacy. I have a strong suspicion that when they weren't making love to one another they were making love to their own Ordinators, Armigers and Apprentices. At some point in time it stands to reason that nature takes its course, right?
Or maybe I'm wrong. Maybe, against all odds, these three seemingly insatiable and perverted gods never once produced a single offspring. But that's boring and therefore probably wrong.