Are you sure there is not a screw underneath the door knob - probably quite a small discrete screw? In essence, there is a bar through the door into each door handle - the bar has a square profile at the ends. This bar turns the 'tooth' on the side of the door which allows the door to remain shut.
Alternatively, I have door handles with a round plate on the door held by 4 screws. Undoing these screw removes the door handle, and the door handle is held in place on the round plate by a 'U' bracket which slides out with a bit of effort.