I have plenty of experience with this one! If your niece is at your home or is doing something that is directly impacting you (or your young kids), you have every right to calmly and respectfully "correct" the behavior as you would in any other situation - whether the parents like it or not. If your niece is old enough to speak, Try, "I don't like __, could you please _ instead." or "At my house we __, instead of ____." If she is not old enough to speak try redirecting her, "Oh look at this toy, isn't that cool? . . ."
If that kind of a response doesn't work, then speaking with your brother and his partner is probably a good idea. Most reasonable people would see that you asked politely and a response was not made. Since those reasonable people want their children to grow up to be respectful adults, they'll do something themselves or let you in on how they usually deal with such experiences.
In my experience, my sister in law, always has an excuse, "well she was just tired." or "they're over-excited - just ignore it." This kind of thing would be said when the initial, "Hey at my house we _ instead of." Or, "please stop, I don't like that." Even gentle redirection brought her to us with all kinds of excuses as to why a child should not even get the request to behave differently (even in the case of inflicted harm, broken objects and other out-side-the-norm mal-adjusted behaviors).
Just in case your brother and his partner are equally unreasonable, I would say that as a third step applying your own discipline while in your own home is well within your rights - barring of course, verbal or physical abuse.
The tough part about that is that you do have to be careful to choose a discipline style with your niece that you can actually enforce. Since, in my case the mom always "saved" her kids from even having their faulty action pointed out as such, we stopped inviting them as a family. Amazingly, (perhaps) the kids still come occasionally and are generally better-behaved when mom and dad aren't around.
I personally use a style with the kids that includes questioning rather than blaming or "punishing." Considering the age of your niece and depending on maturity, I might say, "what do you think the consequences of __ are if you did this as an adult?" or "What would happen if you did __ to a friend? - would you be invited back?" Followed with, "I love you and want you to be successful here and with friends. What do you think you could do instead?" As long as mom and dad aren't around to interrupt - I've had a lot of luck with the method. Just yelling or "telling off" isn't likely to get you anywhere with your niece's behavior even if your brother and his partner stand with you so I would recommend against that particular action.