What personal union between England, Denmark and Norway was also known as the Anglo-Scandinavian Empire?
North Sea Empire
Title: North Sea Empire
Passage: The Danish North Sea Empire, also known as the Anglo-Scandinavian Empire, was the thassalocratic domain ruled by Cnut the Great as king of England, Denmark, Norway and parts of what is now Sweden between 1016 and 1035.  As one historian put it:
Title: History of Anglo-Saxon England
Passage: Anglo-Saxon England was early medieval England, existing from the 5th to the 11th century from the end of Roman Britain until the Norman conquest in 1066.  It consisted of various Anglo-Saxon kingdoms until 927 when it was united as the Kingdom of England by King Æthelstan (r. 927–939).  It became part of the North Sea Empire of Cnut the Great, a personal union between England, Denmark and Norway in the 11th century.
Title: Kalmar Union
Passage: The Kalmar Union or Union of Kalmaris (Danish, Norwegian and Swedish: "Kalmarunionen" ; Latin: "Unio Calmariensis" ) was a personal union that from 1397 to 1523 joined under a single monarch the three kingdoms of Denmark, Sweden (then including parts of Finland), and Norway, together with Norway's overseas dependencies (then including Iceland, Greenland, the Faroe Islands and the Northern Isles).  The Union was not quite continuous; there were several short interruptions.  Legally the countries remained separate sovereign states, but with their domestic and foreign policies being directed by a common monarch.
History of Anglo-Saxon England North Sea Empire