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In most cases I would say that the family name should come first, as in "the Ringling Brothers circus" or "the Bronte sisters", but then there is the Dostoyevsky novel "The Brothers Karamazov".
Why does the family name come after the brothers in this case?
It is the same translation in German "Die Brüder K..." and now that you ask that it also seems strange because you would also normally say "Die K... Brüder". (So in this case I have a good feeling for the case although I am not a native speaker of English ;-)
I would answer the question that you get used to certain new uses that are not too far from the "normal" uses and it gives you a certain new feeling. In this case the epic dimension is being stressed and it feels natural by now (now "The K... brothers would feel awkward).
This is how a language develops and new uses of old words and concepts get established.
Hope that helps.
The two titles have different feeling and the original translator chose what he or she thought best. There isn't such thing as an exact answer to a question like this.
