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For $d\ge 2$, write ${\hat{x}}_j$ for the $(d-1)$ coordinates other than $x_j$, and setBy Tonelli theorem, $\Vert S_j{\Vert }_1=\Vert s_j{\Vert }_1$. The key estimate is the functional Loomis-Whitney inequality:Here is a proof in every dimension. In dimension two, the left-hand side separates into a product of two one-dimensional integrals, so Tonelli theorem gives equality. For $d\ge 3$, first integrate $x_d$. Apply Hölder's inequality with $d-1$ factors to $S_1,\dots ,S_{d-1}$, which may depend on $x_d$, and leave the factor $S_d$ outside that integral. WriteEach $H_j$ depends on the $d-2$ coordinates other than $j,d$. With $x^{\prime }=(x_1,\dots ,x_{d-1})$, the full integral is at mostPut $G(x^{\prime })={\prod }_{j<d}{H}_j^{1/(d-2)}$. A second application of Hölder's inequality, with exponents $d-1$ and $(d-1)/(d-2)$, bounds this expression byBy induction in dimension $d-1$, $\int G\le {\prod }_{j<d}(\int H_j{)}^{1/(d-2)}$. Since $\int H_j=\int S_j$, substitution proves the claimed functional inequality. Nonnegative integrands justify all integrations; truncation gives the extended-valued version if necessary.

The pointwise hypotheses imply $f^d\le {\prod }_j{S}_j$, soApply the proved functional inequality and take the $(d-1)/d$ power to obtainFor the useful case all the right-hand norms are finite. If one of them is zero, its line integral vanishes for almost every transverse coordinate and forces $f=0$ almost everywhere; there is no division by that factor. In dimension one the corresponding direct assertion is $\Vert f{\Vert }_{\infty }\le \Vert s_1{\Vert }_1$.

For conjugate exponents $p,q\in [1,\infty ]$, $1/p+1/q=1$, Hölder's inequality states that $\int |fg|\le \Vert f{\Vert }_p\Vert g{\Vert }_q$. If $r=\infty$ in the requested product estimate, every $p_i=\infty$ and multiplication of essential bounds proves it directly. Suppose $r<\infty$. Factors with $p_i=\infty$ can again be bounded pointwise by their essential suprema.

Here is an explicit finite-exponent proof of the remaining Generalized Holder inequality. Put $q_i=p_i/r$, so ${\sum }_{i}1/q_i=1$, and normalize $h_i=|f_i{|}^r/\Vert f_i{\Vert }_{p_i}^r$. If one norm is zero the product vanishes almost everywhere. Otherwise $\int h_i^{q_i}=1$. The weighted arithmetic-geometric mean inequality, applied to $h_i^{q_i}$ with weights $1/q_i$, givesIntegrating gives $\int {\prod }_i{h}_i\le 1$. If only one finite exponent remains, its weight is one and the same argument is an equality. Restoring the normalization and taking the $r$th root provesIn particular the product belongs to $L^r$.

For the projection estimate, use the three-dimensional functional Loomis-Whitney inequalityThis permitted three-dimensional result also follows directly by Cauchy-Schwarz inequality: integrate the square root of $g_1{g}_2$ in $x_3$, obtaining the square root of the product of their marginal integrals, and then apply Cauchy-Schwarz inequality in $(x_1,x_2)$ against $\sqrt{g_3}$.

Let $f_j$ be any nonnegative integrable function of the three coordinates excluding $x_j$. For $j=1,2,3$, define $G_j$ by integrating $f_j$ in $x_4$. First Hölder's inequality with three equal exponents yieldsThe fourth factor $f_4(x_1,x_2,x_3)$ is independent of $x_4$. A further Hölder's inequality with exponents $3$ and $3/2$, followed by the three-dimensional estimate, therefore givesThe marginal-integral identifications use Tonelli's theorem. Now take $f_j=1_{K_j}$. The projections are compact and hence measurable with finite measure. Every $x\in K$ has all its projected coordinates in the corresponding $K_j$, so $1_K(x)\le {\prod }_j{1}_{K_j}({\hat{x}}_j{)}^{1/3}$. ConsequentlyThis includes zero-measure projections and is sharp for axis-parallel rectangular boxes.