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That's an example of the type of headline increasingly seen in the media - I first noticed the trend on Sky News but it seems to have become endemic.

To my mind the example above should read "Iranian Diplomats Return To Heroes' Welcome".

Is the original example grammatically valid at all, or just journalists copying other journalists ?

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Newspaper headlines try to say as much as possible with the fewest words possible. As for the specific example you cite, the original headline can be read in two ways:

Diplomats working in Iran (not necessarily of Iranian descent) OR Iranian diplomats.

I don't know which of the two is meant since I don't know what the report is about. But to answer your question, the headline you have seen is grammatical.

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    In fact the diplomats in question are the ones just expelled from London. Our people had already returned from Tehran after our embassy was attacked by mobs, but I wouldn't say they came back to a heroes' welcome. But I agree the journalese is grammatical, if "clipped". Interesting that I think the same ambiguity could exist even with the word Iranian. Antarctic explorers, for example, are definitely never of Antarctic descent. – FumbleFingers Dec 3 '11 at 13:49
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We know from the news that the diplomats in question were those expelled from the United Kingdom, so Iranian would have been appropriate. However, as Irene says, headline writers are often pressed for space and in the context Iran diplomats . . . seems unobjectionable, just as UK Diplomats . . . would be in other circumstances.

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Based on my extralinguistic knowledge of current affairs, I would guess that the diplomats in question are Brits returning to London from Tehran following an assault on the embassy this week. In that case, Iranian diplomats would be misleading. The use of Iran diplomats as a noun phrase strikes me as improbable in oral discourse, but the use of a noun to modify another noun is certainly grammatical (and common) in English.

If the question is actually more about the non-use of title case, that's a question of orthography rather than grammar.

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    British diplomats, alas, would rarely be given a heroes' welcome. No, they're definitely Iranians. The Sky News website has the headline 'Expelled Iranian Diplomats Arrive in Tehran'. – Barrie England Dec 3 '11 at 13:38

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