This has not happened to me, but to a friend in the final stages of her PhD, she and the rest of the research group are understandably devastated, as the advisor was not only (in my friend's words), brilliant, but very kind and approachable.
My friend and all the research students are also worried about their research projects, as the advisor was one of the top researchers in that field and apparently, the only researcher in that university. The associate advisors have indeed stepped up, but as good as they are, they do not have the insight that the late advisor had.
What is a bit of advice that people may have for this situation?
One suggestion is that the research group (students, co-authors etc) band together to help each other out, with the guidance of the associate advisors.
I have looked over this question and the posted answers, but I feel that this situation is considerably different as there is the ever-present aspect of the feelings of loss, that are present and should not be ignored.