External apple retina display on iMac cuts out.

External apple retina display on iMac cuts out. It used to be just for a second, but twice now I have a difficult time getting it on. Once jiggling the connection at the imac seemed to do it. Once I had to reboot. Can the cable on the external monitor be changed, to try that? It doesn't come out easily on the external display, so not sure if it does.