The three victims were found unconscious on the pavement on Christmas Day next to the Renaissance Parking Garage in Boston, Massachusetts, USA, according to the authorities. They were then pronounced “non-viable” at a local hospital later on.
Police investigators were later seen on top of the building next to a vehicle where three doors had allegedly been left open.
Boston Police Commissioner William Gross said at a news conference that detectives had very few details about what happened to the three victims.
When he was asked whether they had potentially plunged to their deaths, he said he had no way of knowing that.
He said: “I have no way of knowing that, and we definitely won’t jump to conclusions or try to speculate.”

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Aerial footage of the scene, which was aired by local television stations showed investigators gathered around the vehicle on the top of the building.
The vehicle was also beside a wall which enclosed the top level of the structure.
Crime scene tape was enveloped around the vehicle as police investigated.
Mr Gross also said the cause and manner of the death could only be determined by a medical examiner.
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He added that the case was being handled as a “death investigation” which was being headed by Suffolk County District Attorney Rachael Rollins.
Ms Rollins also said the scene was “particularly hard” because of the age of two of the victims.
She said: “As a mother, it was incredibly hard, this scene in particular, where there were two young children who lost their lives today.”
Authorities have appealed to anyone who may have witnessed what could have happened to the two children and the woman.
They are also appealing to those who may have any other useful information to contact investigators through a tip line.
The identity, age and relationships of the three victims has not been released.
Ms Rollins added that the parking vehicle had been found at the building.
She also said the authorities would be doing “everything we can” to solve the case.