| Method | n = 100 | n = 300 | ||||
| MSE | Sensitivity | Specificity | MSE | Sensitivity | Specificity | |
| Geometric component | ||||||
| BE (0.01) | 0.666 (0.497) | 0.369 (0.303) | 0.951 (0.074) | 0.538 (0.411) | 0.841 (0.172) | 0.98 (0.043) |
| BE (0.05) | 0.704 (0.408) | 0.558 (0.3) | 0.812 (0.14) | 0.592 (0.336) | 0.916 (0.125) | 0.923 (0.092) |
| BE (0.1573) | 0.824 (0.391) | 0.707 (0.243) | 0.648 (0.174) | 0.719 (0.29) | 0.956 (0.099) | 0.809 (0.121) |
| ZIGe-LASSO | 0.606 (0.277) | 0.246 (0.316) | 0.952 (0.095) | 0.519 (0.405) | 0.454 (0.252) | 0.948 (0.077) |
| ZIGe-MCP | 0.824 (0.391) | 0.707 (0.243) | 0.648 (0.174) | 0.548 (0.372) | 0.859 (0.185) | 0.965 (0.06) |
| ZIGe-SCAD | 0.683 (0.405) | 0.463 (0.285) | 0.886 (0.103) | 0.584 (0.37) | 0.889 (0.165) | 0.935 (0.085) |
| ZIGe-ORACLE | 0.161 (0.111) | 1 (0) | 1 (0) | 0.232 (0.147) | 1 (0) | 1 (0) |
| Zero component | ||||||
| BE (0.01) | 0.041 (0.059) | 0.069 (0.101) | 0.992 (0.022) | 0.655 (0.434) | 0.292 (0.192) | 0.984 (0.033) |
| BE (0.05) | 0.096 (0.137) | 0.274 (0.224) | 0.903 (0.107) | 0.602 (0.299) | 0.533 (0.19) | 0.927 (0.08) |
| BE (0.1573) | 0.337 (0.316) | 0.485 (0.224) | 0.653 (0.182) | 0.676 (0.252) | 0.719 (0.179) | 0.797 (0.123) |
| ZIGe-LASSO | 0.036 (0.051) | 0.168 (0.137) | 0.962 (0.081) | 0.519 (0.405) | 0.454 (0.252) | 0.948 (0.077) |
| ZIGe-MCP | 0.205 (0.252) | 0.506 (0.238) | 0.691 (0.238) | 0.635 (0.276) | 0.733 (0.184) | 0.777 (0.176) |
| ZIGe-SCAD | 0.095 (0.124) | 0.257 (0.173) | 0.92 (0.096) | 0.619 (0.349) | 0.429 (0.215) | 0.962 (0.053) |
| ZIGe-ORACLE | 0.041 (0.055) | 1 (0) | 1 (0) | 0.177 (0.125) | 1 (0) | 1 (0) |