Caroline Kennedy seen for first time after Tatiana Schlossberg’s cancer death

Caroline Kennedy Schlossberg has been pictured for the first time since the death of her youngest daughter Tatiana at 35 on Tuesday.

JFK’s daughter, shielding her eyes with dark sunglasses and wearing a thick jacket and black hat amid the chilly New York weather, was seen leaving her daughter’s Upper East Side apartment with another family member.

A detective kept watch on the apartment as the 68-year-old author and diplomat got in her vehicle and drove away on Thursday.

News of the death of Tatiana, the middle child of Caroline and her husband, Edwin Schlossberg, was announced by the JFK Library Foundation on Tuesday.

“Our beautiful Tatiana passed away this morning. She will always be in our hearts, read the post, which was signed by “George, Edwin and Josephine Moran Ed, Caroline, Jack, Rose and Rory.”

The death of Jack Schlossberg’s sister — who was President John F. Kennedy’s youngest granddaughter — came just over a month after she publicly revealed her diagnosis of acute myeloid leukemia.

A family friend said Caroline will help to keep her daughter’s memory alive, the same way her own mother, Jackie Kennedy, kept her father’s memory alive.

Caroline was just 5 when JFK was assassinated in Dallas on Nov. 22, 1963.

“Caroline is going to have to do for Tatiana’s children what Jackie had to do for her children: Keep the memory alive of their parent that they might not remember,” the friend told PEOPLE.