Raul Gonzalez looks at how the different cardinality estimators handle multi-column statistics:
The thing we can learn from this is that is impossible to be always right when you have to estimate the number of rows if your only resource is statistics, doesn’t matter single or multi-column, there is a set of values out there ready to defeat your logic.
However I think it’s a good idea that SQL Server 2016 gets back to look into multi-column for a simple reason, these are user created stats and therefore gives us (DBA’s, DEV’s) more power over how rows are estimated.
Multi-column stats are probably among the most under-utilized tools in SQL Server.