And the Weekend Herald has learned police interviewed members of Nigro's family this week.
Mr Batty refused to comment on the specifics of the investigation, saying only that "early inquiries revealed that an occupant at the address has died in circumstances which at this time are unexplained".
"Police have information which requires us to determine with clarity some of the factors that surround the recent death of the occupant at the property," he said.
"The inquiries are being carried out on behalf of the coroner and will be reported in due course."
Yesterday a police spokesman said there would be no further comment.
"Police are very respectful of the enormous grief that the family and friends of a recently deceased resident of Takapuna are experiencing. It is not appropriate for police to comment on any related matters or inquiries that are currently being carried out on behalf of the coroner."
A spokesman for the coroner would not be drawn on how Nigro died, or why police were asked to investigate.
Her family could not be contacted and agent Jane Sanders did not respond to messages yesterday.
According to Nigro's biography on Ms Sanders' website, she was born in Gisborne but moved to Auckland to study at the Elam School of Fine Arts.
She married in 1942 and had four children - John, Gregory, Peter and Gina. The family lived in Australia for a time and then came back to settle on Waiheke Island in the 1960s.
Nigro was made an MBE in 1993.
The family faced a tragedy in 1992 when Peter Nigro drowned near his Northland home. He had been fishing with a friend, who made it to shore and raised the alarm.
As it was dark at the time, police deemed it unsafe to begin a search for Mr Nigro. His body was found the next morning.
Mr Nigro's family raised concerns at the police search effort and the incident was raised again in 2003 when someone climbed the Auckland Harbour Bridge at night during the Pacific Island Forum, painting "Pigs kill Peter Nigro" in red paint.
In 2005 Gregory Nigro made headlines when he was charged after a south Auckland siege.
The Herald reported at the time that he locked himself in a Papakura service station, telling staff he had a bomb and was protesting against police who he claimed had killed his brother.
On her website Ms Sanders described Nigro as an "astute observer of human behaviour".
"She liked to build a strong rapport with her models and built themes around them," she said.
Auckland Art Gallery senior curator Ron Brownson paid tribute to Nigro. "It is with wrenching sadness that I write of the recent passing of Jan Nigro ... when I review New Zealand's art scene she is one of the very few artists to have had a career of 75 years. We laughed about this remarkable fact - the length of her commitment to the visual arts - on almost every occasion that we met," he wrote on the gallery's blog.
"I much admired Jan ... the older she got, the braver she seemed."
A tribute on the New Zealand Painting website said Nigro "had a gift for friendship and was a woman who lived her life as an art adventure".
