# Consistency of multivariate estimator

Let $\hat{\theta}_N$ be an estimator of $\theta$ constructed from $N$ samples. In the scalar case there is a theorem stating that if the bias and variance of $\hat{\theta}_N$ both go to zero as $N\rightarrow \infty$ then $\hat{\theta }_N$ is a a consistent estimator of $\theta$. Is there a corresponding theorem if $\theta$ is a vector?