Shiver and Shudder are often involuntary reactions, but Shake can be both voluntary and involuntary. You can shake an object, or a building may shake during an earthquake.
There are also some common context uses.
Shivering often indicates cold temperatures. (e.g.He shivered in the snow.)
Shuddering can often indicate discomfort or fright.
(e.g. He shuddered as he looked over the cliffside at the drop below.)
Shaking is often quite neutral in usage. (e.g. He shook the toy to get the dog's attention.)