| Method | n = 100 | n = 300 | ||||
| MSE | Sensitivity | Specificity | MSE | Sensitivity | Specificity | |
| Geometric component | ||||||
| BE (0.01) | 0.297 (0.21) | 0.183 (0.215) | 0.916 (0.105) | 0.719 (0.368) | 0.467 (0.225) | 0.937 (0.063) |
| BE (0.05) | 0.498 (0.311) | 0.354 (0.271) | 0.775 (0.137) | 0.62 (0.334) | 0.607 (0.246) | 0.88 (0.107) |
| BE (0.1573) | 0.758 (0.277) | 0.537 (0.233) | 0.595 (0.138) | 0.74 (0.263) | 0.726 (0.225) | 0.757 (0.133) |
| ZIGe-LASSO | 0.214 (0.09) | 0.102 (0.16) | 0.95 (0.075) | 0.737 (0.338) | 0.307 (0.298) | 0.917 (0.087) |
| ZIGe-MCP | 0.245 (0.145) | 0.12 (0.14) | 0.929 (0.071) | 0.691 (0.252) | 0.398 (0.268) | 0.939 (0.057) |
| ZIGe-SCAD | 0.308 (0.178) | 0.181 (0.17) | 0.902 (0.095) | 0.654 (0.276) | 0.488 (0.284) | 0.917 (0.071) |
| ZIGe-ORACLE | 0.086 (0.071) | 1 (0) | 1 (0) | 0.111 (0.063) | 1 (0) | 1 (0) |
| Zero component | ||||||
| BE (0.01) | 0.031 (0.039) | 0.06 (0.103) | 0.965 (0.053) | 0.287 (0.202) | 0.376 (0.233) | 0.962 (0.043) |
| BE (0.05) | 0.106 (0.144) | 0.238 (0.159) | 0.852 (0.122) | 0.355 (0.244) | 0.526 (0.251) | 0.896 (0.086) |
| BE (0.1573) | 0.354 (0.36) | 0.44 (0.215) | 0.653 (0.151) | 0.53 (0.284) | 0.634 (0.241) | 0.756 (0.132) |
| ZIGe-LASSO | 0.017 (0.023) | 0.062 (0.106) | 0.969 (0.051) | 0.207 (0.145) | 0.176 (0.181) | 0.951 (0.061) |
| ZIGe-MCP | 0.14 (0.167) | 0.366 (0.214) | 0.707 (0.176) | 0.352 (0.256) | 0.445 (0.208) | 0.764 (0.148) |
| ZIGe-SCAD | 0.043 (0.049) | 0.134 (0.142) | 0.926 (0.071) | 0.313 (0.169) | 0.252 (0.167) | 0.918 (0.069) |
| ZIGe-ORACLE | 0.018 (0.026) | 1 (0) | 1 (0) | 0.074 (0.059) | 1 (0) | 1 (0) |