The given T-SQL code defines a function dbo.get_statistics_columns_info that returns a table with information about statistics and their associated columns for a specified object in a database.

get_statistics_columns_info.sql

CREATE OR ALTER FUNCTION dbo.get_statistics_columns_info
(
	@object_name	NVARCHAR(128),
	@object_type	NVARCHAR(10)
)
RETURNS TABLE
AS
RETURN
(
    SELECT	TOP 100 PERCENT
            s.object_id,
            s.stats_id,
            s.name			AS	stats_name,
            s.auto_created,
            s.has_filter,
            s.no_recompute,
            c.column_list	AS	stat_columns
    FROM	sys.stats AS s
            CROSS APPLY
            (
                SELECT STUFF
                (
                    (
                        SELECT	',' + CAST(QUOTENAME(c.name)	AS VARCHAR(max))
                        FROM	sys.stats_columns AS sc
                                INNER JOIN sys.columns AS c
                                ON
                                (
                                    sc.object_id = c.object_id
                                    AND sc.column_id = c.column_id
                                )
                        WHERE	sc.object_id = s.object_id
                                AND sc.stats_id = s.stats_id
                        ORDER BY
                                sc.stats_column_id ASC
                        FOR XML PATH ('')
                    ), 1, 1, ''
                )
            ) AS c (column_list)
    WHERE	s.object_id = OBJECT_ID(@object_name, @object_type)
            OR @object_name IS NULL
    ORDER BY
            s.object_id,
            s.stats_id
);
GO