There is currently no easy / elegant way to do this. Customizable app labeling has been a painful point for some time. You can override admin/index.html and enter javascript code to change the marking. Note that you can also change admin.site.index_templateto something like "admin/my_index.html", which you can then use {% extends "admin/index.html" %}to store DRYer stuff.
Of course, in the administrator there are other areas in which "Auth" will also appear, for example, in "admin/app_index.html"breadcrumbs, etc.
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