Here's a simple method to help improve concentration (lopussa kertaus suomeksi - Finnish summary at the end).

Use Cue words - it's that simple ;)
Cue words are used to trigger a particular response. They can be instructional (follow through, watch the puck), motivational or emotional (strong, move, relax, hang in there, get tough). Keep the cue word(s) simple and let it automatically trigger a desired response. Be sure to use these cue words during practices and competitions. 

Cue words are only effective if you use them, so I'd recommend using some simple visual reminders.  Here are some examples:

Personal experience: I am not the most confident cross-country skier, so when I’m faced with a steep downhill, I repeat the word “steady” over and over again. I’ve used this for years with great success ("Don't fall" was not effective). Sometimes I’ll simply repeat the one word, other times I’ll start repeating the chorus of the song Steady as she goes  by the Raconteurs. I also use this strategy in some other situations. For example, when going up a slope using a T-bar ski lift on my snowboard (I used to fall off a lot as a kid) or when biking in tricky winter conditions. 

Feel free to share your own experiences below! 

One way to increase confidence, is by increasing perceptions of control. Here are a few things (this is far from an exhaustive list) that you can control in almost any situation:

1, Your breathing: Take a moment to stop, and take control of your breathing. 
2. Your attention: Choose what you want to focus on, preferably something that will be helpful in this situation.
3. Your posture: Lift your head up, act confident. Fake it till you make it! 

Related to posture, here is a fantastic video on the topic:
Amy Cuddy- Power Poses