The problem could be caused by several different things. If the tree was damaged a lot in the planting process, if it was allowed to dry out too much, if the soil was kept too wet so roots can't get oxygen, or if the tree was planted too deep these can all kill a palm tree.
Plant palms at or just higher than they were growing before, water them in well as you firm the soil around the roots. Keep the soil moist but not too wet. Tie up the fronds over the top of the trunk for a few weeks after planting if the plant was dug (not for container grown plants) to reduce water loss until the palm can get some roots started and growing well.
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