you could use the JIRA Misc Workflow Utilities from Market Place (paid) - as far as I know is there an option "Transition Parent Issue".
Or - if you want script yourself - you could install Script Runner from Market Place (free) and execute that script in your workflow on transition close.
You can add a conditioned Transition issues post function (Create on Transition for JIRA) on the close event that would run a jql query. You would need to be able to determine what issue needed to be closed and construct the query so that it would would determine when all the linked issues are in the correct state.
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