Literal NUL using COPY TO

Can one use COPY TO stdout to output a literal NUL byte as the delimiter?

# \encoding
UTF8
# copy (select * from q limit 1) to stdout with (format csv, delimiter E'\000', header false);
ERROR: invalid byte sequence for encoding "UTF8": 0x00

# \encoding sql_ascii
# copy (select * from q limit 1) to stdout with (format csv, delimiter E'\000', header false);
ERROR: invalid byte sequence for encoding "UTF8": 0x00

The archives of this list don't seem to have anything interesting, and Google doesn't either.

Thanks!
François