There is no unique way to quantify the degree of delocalization of quantum states in unbounded continuous spaces. In this work, we explore a recently introduced localization measure that quantifies the portion of the classical phase space occupied by a quantum state. The measure is based on the α-moments of the Husimi function and is known as the Rényi occupation of order α. With this quantity and random pure states, we find a general expression to identify states that are maximally delocalized in phase space. Using this expression and the Dicke model, which is an interacting spin-boson model with an unbounded four-dimensional phase space, we show that the Rényi occupations with α>1 are highly effective at revealing quantum scars. Furthermore, by analyzing the high moments (α>1) of the Husimi function, we are able to identify qualitatively and quantitatively the unstable periodic orbits that scar some of the eigenstates of the model.