| Method | n = 100 | n = 300 | ||||
| MSE | Sensitivity | Specificity | MSE | Sensitivity | Specificity | |
| Geometric component | ||||||
| BE (0.01) | 0.185 (0.156) | 0.406 (0.369) | 0.903 (0.127) | 0.177 (0.235) | 0.824 (0.273) | 0.968 (0.053) |
| BE (0.05) | 0.563 (0.283) | 0.562 (0.33) | 0.672 (0.201) | 0.404 (0.353) | 0.918 (0.201) | 0.879 (0.113) |
| BE (0.1573) | 0.784 (0.201) | 0.735 (0.282) | 0.428 (0.163) | 0.614 (0.279) | 0.956 (0.161) | 0.748 (0.129) |
| ZIGe-LASSO | 0.063 (0.051) | 0.337 (0.405) | 0.953 (0.082) | 0.243 (0.202) | 0.862 (0.278) | 0.924 (0.087) |
| ZIGe-MCP | 0.111 (0.089) | 0.418 (0.364) | 0.933 (0.072) | 0.1 (0.133) | 0.846 (0.243) | 0.974 (0.048) |
| ZIGe-SCAD | 0.151 (0.15) | 0.541 (0.364) | 0.884 (0.099) | 0.167 (0.214) | 0.856 (0.239) | 0.958 (0.056) |
| ZIGe-ORACLE | 0.023 (0.025) | 1 (0) | 1 (0) | 0.042 (0.042) | 1 (0) | 1 (0) |
| Zero component | ||||||
| BE (0.01) | 1.97e−02 (3e−02) | 0.078 (0.118) | 0.984 (0.035) | 0.403 (0.308) | 0.58 (0.241) | 0.987 (0.029) |
| BE (0.05) | 3e−02 (0.05347) | 0.344 (0.268) | 0.879 (0.12) | 0.406 (0.319) | 0.731 (0.212) | 0.922 (0.085) |
| BE (0.1573) | 3.6e−02 (0.484) | 0.551 (0.228) | 0.618 (0.193) | 0.607 (0.24) | 0.83 (0.174) | 0.788 (0.134) |
| ZIGe-LASSO | 8e−05 (1e−04) | 0.148 (0.179) | 0.985 (0.036) | 0.381 (0.343) | 0.614 (0.306) | 0.973 (0.043) |
| ZIGe-MCP | 2.5e−04 (4e−04) | 0.508 (0.245) | 0.779 (0.2) | 0.327 (0.282) | 0.745 (0.201) | 0.938 (0.09) |
| ZIGe-SCAD | 1.7e−04 (2e−04) | 0.316 (0.22) | 0.947 (0.079) | 0.382 (0.316) | 0.59 (0.234) | 0.981 (0.036) |
| ZIGe-ORACLE | 6e−05 (8e−05) | 1 (0) | 1 (0) | 0.119 (0.091) | 1 (0) | 1 (0) |