Hi,
A couple of things entered my mind when I read your post: First of all, I am a musician, and I always try to respect my neighbors when I play, even if (if you've read my posts), they don't always respect my right to privacy. I have the option of using headphones when I play, but your neighbors probably aren't able to do that.
Regardless, they have to obey the law and respect your privacy. I am not a lawyer or police officer, but I think that many communities have quiet hours. People in earlier posts mentioned the E.P.A. (Environmental Protection Agency). I have no experience with them, and I believe that they don't have jurisdiction of these kinds of complaints.
I think that it's rude of your neighbors to say that because they have a concert, it gives them the "right" to disturb you. I read in a couple of posts that some people are hesitant to call the cops in these situations.
You know, if someone were harassing you on the street, or at work, you'd go to the authorities, wouldn't you? So I would just call the cops. Document it, and don't stop until you get results.
I hope this offers some consolation.