This uses the jQuery functions .click(), .closest() and .fadeOut(), none of which are trivial to re-implement in a simple function. click() requires a fair bit of working around for different browser event engines. fadeOut() would be fiddly as it uses animation. .closest() would just be complex. You'd be better of continuing to use jQuery.
If you really want to be lean, you could strip out the parts of jQuery you are using. This isn't extremely simple though...
Either way, you will be up to your eyeballs in pretty complicated Javascript code for a fair while, and at the end of it, you'll have something that's part jQuery, but not quite, and not really re-usable in your future projects.
You could consider re-writing to use a leaner Javascript library than jQuery, such as Neon.js (Note: I wrote Neon - hope it's OK to link to it). Using a slimmer library will at least ensure you don't have to re-invent the wheel.
But in actuality, I think the best course is to continue to use jQuery - it has an overhead, but it's not so massive that it's going to debilitate your site. It's not that bad. And it is implemented already.