Watch: Tatiana Schlossberg, Caroline Kennedy's Daughter, Dead at 35Maria Shriver is mourning her cousin Tatiana Schlossberg. After John F. Kennedy's granddaughter died Dec. 30 following her one-year battle with myeloid leukemia, Maria Shriver, a first cousin of the late United States president's daughter Caroline Kennedy, shared a heartfelt tribute. "I return to this space today to pay tribute to my sweet, beloved Tatiana, who left this earth today," Maria wrote in a Dec. 30 Instagram post alongside a photo of her late relative.